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

EUWAX
2024-11-08  9:43:47 AM Chg.-0.030 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.820EUR -3.53% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 250.00 EUR 2026-03-20 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: 2026-03-20
Issue date: 2024-06-28
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 24.37
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.15
Parity: -3.80
Time value: 0.87
Break-even: 258.70
Moneyness: 0.85
Premium: 0.22
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 2.35%
Delta: 0.32
Theta: -0.02
Omega: 7.90
Rho: 0.82
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.89%
1 Month
  -7.87%
3 Months  
+95.24%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.850
1M High / 1M Low: 1.100 0.850
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.938
Avg. volume 1W:   0.000
Avg. price 1M:   0.974
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -