Soc. Generale Call 360 2FE 20.06.2025
/ DE000SY0DYL0
Soc. Generale Call 360 2FE 20.06..../ DE000SY0DYL0 /
| 8/9/2024 8:48:02 AM |
Chg.-0.15 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.80EUR |
-2.52% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
360.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
SY0DYL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/15/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.41 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.25 |
| Parity: |
2.46 |
| Time value: |
3.48 |
| Break-even: |
419.40 |
| Moneyness: |
1.07 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
0.85% |
| Delta: |
0.69 |
| Theta: |
-0.08 |
| Omega: |
4.47 |
| Rho: |
1.77 |
Quote data
| Open: |
5.80 |
| High: |
5.80 |
| Low: |
5.80 |
| Previous Close: |
5.95 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.86% |
| 1 Month |
|
|
-17.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.95 |
5.09 |
| 1M High / 1M Low: |
7.02 |
5.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
