Soc. Generale Call 32 BATS 21.03.2025
/ DE000SY0D6T0
Soc. Generale Call 32 BATS 21.03..../ DE000SY0D6T0 /
| 10/09/2024 08:56:07 |
Chg.0.000 |
Bid14:54:02 |
Ask14:54:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
0.00% |
0.077
Bid Size: 150,000 |
0.087
Ask Size: 150,000 |
British American Tob... |
32.00 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
SY0D6T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
16/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.20 |
| Parity: |
-0.27 |
| Time value: |
0.09 |
| Break-even: |
38.77 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
13.16% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
13.89 |
| Rho: |
0.06 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.065 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.73% |
| 1 Month |
|
|
+30.00% |
| 3 Months |
|
|
+622.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.042 |
| 1M High / 1M Low: |
0.072 |
0.031 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
1,800 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
428.571 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
