Soc. Generale Call 40 8GM 15.11.2.../  DE000SY7AUS4  /

Frankfurt Zert./SG
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:   -