Soc. Generale Call 40 8GM 15.11.2024
/ DE000SY7AUS4
Soc. Generale Call 40 8GM 15.11.2.../ DE000SY7AUS4 /
12/11/2024 15:45:06 |
Chg.+0.040 |
Bid21:59:47 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
1.690EUR |
+2.42% |
- Bid Size: - |
- Ask Size: - |
GENERAL MOTORS D... |
40.00 - |
15/11/2024 |
Call |
Master data
WKN: |
SY7AUS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
GENERAL MOTORS DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 - |
Maturity: |
15/11/2024 |
Issue date: |
16/08/2024 |
Last trading day: |
13/11/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
1.46 |
Implied volatility: |
6.87 |
Historic volatility: |
0.29 |
Parity: |
1.46 |
Time value: |
0.18 |
Break-even: |
56.40 |
Moneyness: |
1.37 |
Premium: |
0.03 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.85 |
Theta: |
-2.27 |
Omega: |
2.84 |
Rho: |
0.00 |
Quote data
Open: |
1.640 |
High: |
1.690 |
Low: |
1.590 |
Previous Close: |
1.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+16.55% |
1 Month |
|
|
+103.61% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.690 |
1.440 |
1M High / 1M Low: |
1.690 |
0.790 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.146 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |