OverviewChartNewsTraderScreen

Soc. Generale Call 40 ML 20.06.20.../  DE000SY0AAV5  /

Frankfurt Zert./SG
2024-11-12  9:36:10 PM Chg.-0.007 Bid8:05:57 AM Ask8:05:57 AM Underlying Strike price Expiration date Option type
0.028EUR -20.00% 0.027
Bid Size: 15,000		 0.037
Ask Size: 15,000		 Cie Generale des Eta... 40.00 EUR 2025-06-20 Call
 

Master data

WKN: SY0AAV
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-13
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 71.51
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.78
Time value: 0.05
Break-even: 40.45
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 28.57%
Delta: 0.16
Theta: 0.00
Omega: 11.33
Rho: 0.03
 

Quote data

Open: 0.030
High: 0.030
Low: 0.027
Previous Close: 0.035
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month
  -65.43%
3 Months
  -74.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.025
1M High / 1M Low: 0.089 0.025
6M High / 6M Low: 0.350 0.025
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.048
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   266.90%
Volatility 6M:   165.50%
Volatility 1Y:   -
Volatility 3Y:   -