Soc. Generale Call 400 TREL/B 20..../  DE000SY02NY6  /

EUWAX
15/08/2024  08:40:02 Chg.+0.011 Bid12:41:51 Ask12:41:51 Underlying Strike price Expiration date Option type
0.056EUR +24.44% 0.052
Bid Size: 50,000
0.062
Ask Size: 50,000
Trelleborg AB ser. B 400.00 SEK 20/09/2024 Call
 

Master data

WKN: SY02NY
Issuer: Société Générale
Currency: EUR
Underlying: Trelleborg AB ser. B
Type: Warrant
Option type: Call
Strike price: 400.00 SEK
Maturity: 20/09/2024
Issue date: 30/05/2024
Last trading day: 20/09/2024
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 50.59
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.25
Parity: -0.23
Time value: 0.06
Break-even: 35.33
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.42
Spread abs.: 0.01
Spread %: 18.52%
Delta: 0.30
Theta: -0.02
Omega: 15.04
Rho: 0.01
 

Quote data

Open: 0.056
High: 0.056
Low: 0.056
Previous Close: 0.045
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month
  -74.55%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.045
1M High / 1M Low: 0.280 0.030
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   396.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -