Soc. Generale Call 300 VRSK 21.03.2025
/ DE000SY7A279
Soc. Generale Call 300 VRSK 21.03.../ DE000SY7A279 /
| 2024-12-20 9:40:27 PM |
Chg.+0.010 |
Bid9:58:14 PM |
Ask9:58:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+1.61% |
0.620
Bid Size: 4,900 |
0.680
Ask Size: 4,900 |
Verisk Analytics Inc |
300.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SY7A27 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Verisk Analytics Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-2.22 |
| Time value: |
0.68 |
| Break-even: |
294.46 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.06 |
| Spread %: |
9.68% |
| Delta: |
0.32 |
| Theta: |
-0.08 |
| Omega: |
12.34 |
| Rho: |
0.19 |
Quote data
| Open: |
0.470 |
| High: |
0.660 |
| Low: |
0.440 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.17% |
| 1 Month |
|
|
-49.60% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.610 |
| 1M High / 1M Low: |
1.340 |
0.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
