Soc. Generale Call 260 FSLR 16.01.../  DE000SY0LPN7  /

EUWAX
11/11/2024  9:39:42 AM Chg.-0.13 Bid5:06:59 PM Ask5:06:59 PM Underlying Strike price Expiration date Option type
2.49EUR -4.96% 2.47
Bid Size: 70,000
2.52
Ask Size: 70,000
First Solar Inc 260.00 USD 1/16/2026 Call
 

Master data

WKN: SY0LPN
Issuer: Société Générale
Currency: EUR
Underlying: First Solar Inc
Type: Warrant
Option type: Call
Strike price: 260.00 USD
Maturity: 1/16/2026
Issue date: 5/20/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.94
Leverage: Yes

Calculated values

Fair value: 2.21
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.49
Parity: -6.17
Time value: 2.61
Break-even: 268.79
Moneyness: 0.75
Premium: 0.48
Premium p.a.: 0.40
Spread abs.: 0.05
Spread %: 1.95%
Delta: 0.45
Theta: -0.05
Omega: 3.09
Rho: 0.64
 

Quote data

Open: 2.49
High: 2.49
Low: 2.49
Previous Close: 2.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.06%
1 Month
  -31.97%
3 Months
  -40.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.89 2.60
1M High / 1M Low: 3.89 2.60
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.15
Avg. volume 1W:   0.00
Avg. price 1M:   3.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.47%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -