Soc. Generale Call 400 TREL/B 20.09.2024
/ DE000SY02NY6
Soc. Generale Call 400 TREL/B 20..../ DE000SY02NY6 /
| 7/16/2024 8:40:38 AM |
Chg.-0.020 |
Bid9:27:21 PM |
Ask9:27:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-9.09% |
0.220
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
Trelleborg AB ser. B |
400.00 SEK |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
5/30/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
16.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
0.08 |
| Time value: |
0.14 |
| Break-even: |
36.98 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
10.06 |
| Rho: |
0.04 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.220 |
| 1M High / 1M Low: |
0.370 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.238 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
