Soc. Generale Call 33.5 UPM 20.12.../  DE000SY6ATF5  /

EUWAX
9/6/2024  9:46:39 AM Chg.-0.028 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.082EUR -25.45% -
Bid Size: -
-
Ask Size: -
UPM-Kymmene Corporat... 33.50 EUR 12/20/2024 Call
 

Master data

WKN: SY6ATF
Issuer: Société Générale
Currency: EUR
Underlying: UPM-Kymmene Corporation
Type: Warrant
Option type: Call
Strike price: 33.50 EUR
Maturity: 12/20/2024
Issue date: 7/29/2024
Last trading day: 12/20/2024
Ratio: 5:1
Exercise type: European
Quanto: -
Gearing: 68.89
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.23
Parity: -0.84
Time value: 0.09
Break-even: 33.93
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 13.33%
Delta: 0.20
Theta: -0.01
Omega: 13.86
Rho: 0.02
 

Quote data

Open: 0.082
High: 0.082
Low: 0.082
Previous Close: 0.110
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.43%
1 Month
  -25.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.082
1M High / 1M Low: 0.160 0.082
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -