Soc. Generale Call 370 CRWD 19.07.2024
/ DE000SY0XBL6
Soc. Generale Call 370 CRWD 19.07.../ DE000SY0XBL6 /
2024-07-05 7:01:05 PM |
Chg.+0.240 |
Bid7:28:51 PM |
Ask7:28:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.200EUR |
+12.24% |
2.280 Bid Size: 35,000 |
2.320 Ask Size: 35,000 |
CrowdStrike Holdings... |
370.00 USD |
2024-07-19 |
Call |
Master data
WKN: |
SY0XBL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
CrowdStrike Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 USD |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-27 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.06 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.43 |
Historic volatility: |
0.38 |
Parity: |
1.59 |
Time value: |
0.57 |
Break-even: |
363.86 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.51 |
Spread abs.: |
0.04 |
Spread %: |
1.89% |
Delta: |
0.73 |
Theta: |
-0.38 |
Omega: |
12.05 |
Rho: |
0.09 |
Quote data
Open: |
1.850 |
High: |
2.200 |
Low: |
1.830 |
Previous Close: |
1.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.77% |
1 Month |
|
|
+147.19% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.490 |
1.930 |
1M High / 1M Low: |
3.040 |
0.860 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.147 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
480.17% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |