Soc. Generale Call 250 DB1 20.03..../  DE000SY2ESK8  /

EUWAX
7/26/2024  9:26:48 AM Chg.+0.040 Bid7:56:03 PM Ask7:56:03 PM Underlying Strike price Expiration date Option type
0.550EUR +7.84% 0.520
Bid Size: 10,000
0.540
Ask Size: 10,000
DEUTSCHE BOERSE NA O... 250.00 EUR 3/20/2026 Call
 

Master data

WKN: SY2ESK
Issuer: Société Générale
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 3/20/2026
Issue date: 6/28/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.50
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -6.19
Time value: 0.53
Break-even: 255.30
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 3.92%
Delta: 0.22
Theta: -0.02
Omega: 7.81
Rho: 0.60
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.510
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.85%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.500
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.518
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -