Soc. Generale Call 260 DB1 20.03..../  DE000SY2GMV3  /

EUWAX
11/7/2024  9:20:30 AM Chg.-0.200 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.650EUR -23.53% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 260.00 EUR 3/20/2026 Call
 

Master data

WKN: SY2GMV
Issuer: Société Générale
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 EUR
Maturity: 3/20/2026
Issue date: 7/1/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.46
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.15
Parity: -4.61
Time value: 0.68
Break-even: 266.80
Moneyness: 0.82
Premium: 0.25
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 3.03%
Delta: 0.27
Theta: -0.02
Omega: 8.51
Rho: 0.70
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month
  -4.41%
3 Months  
+109.68%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.700
1M High / 1M Low: 0.850 0.660
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.740
Avg. volume 1W:   0.000
Avg. price 1M:   0.758
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -