Soc. Generale Call 360 2FE 20.06.2025
/ DE000SY0DYL0
Soc. Generale Call 360 2FE 20.06..../ DE000SY0DYL0 /
| 16/10/2024 12:00:56 |
Chg.+0.250 |
Bid12:53:38 |
Ask12:53:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.190EUR |
+2.80% |
8.930
Bid Size: 7,000 |
8.970
Ask Size: 7,000 |
FERRARI N.V. |
360.00 EUR |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
15/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.04 |
| Intrinsic value: |
7.60 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.25 |
| Parity: |
7.60 |
| Time value: |
1.52 |
| Break-even: |
451.20 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.04 |
| Spread %: |
0.44% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
4.12 |
| Rho: |
1.93 |
Quote data
| Open: |
9.000 |
| High: |
9.320 |
| Low: |
9.000 |
| Previous Close: |
8.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.52% |
| 1 Month |
|
|
+15.60% |
| 3 Months |
|
|
+43.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.500 |
7.570 |
| 1M High / 1M Low: |
9.500 |
7.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
