Soc. Generale Call 260 CRWD 20.03.../  DE000SY55DT5  /

EUWAX
2024-11-08  9:59:05 AM Chg.+0.89 Bid4:15:19 PM Ask4:15:19 PM Underlying Strike price Expiration date Option type
10.86EUR +8.93% 10.65
Bid Size: 45,000
10.68
Ask Size: 45,000
CrowdStrike Holdings... 260.00 USD 2026-03-20 Call
 

Master data

WKN: SY55DT
Issuer: Société Générale
Currency: EUR
Underlying: CrowdStrike Holdings Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 2026-03-20
Issue date: 2024-07-25
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.79
Leverage: Yes

Calculated values

Fair value: 9.78
Intrinsic value: 6.56
Implied volatility: 0.54
Historic volatility: 0.42
Parity: 6.56
Time value: 4.44
Break-even: 350.84
Moneyness: 1.27
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.03
Spread %: 0.27%
Delta: 0.78
Theta: -0.07
Omega: 2.17
Rho: 1.75
 

Quote data

Open: 10.86
High: 10.86
Low: 10.86
Previous Close: 9.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.46%
1 Month  
+37.99%
3 Months  
+113.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.97 8.52
1M High / 1M Low: 10.08 7.87
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.13
Avg. volume 1W:   0.00
Avg. price 1M:   9.12
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -