Soc. Generale Call 42 GM 15.11.20.../  DE000SY7AUT2  /

EUWAX
18/10/2024  08:58:54 Chg.+0.030 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.710EUR +4.41% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 42.00 USD 15/11/2024 Call
 

Master data

WKN: SY7AUT
Issuer: Société Générale
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 42.00 USD
Maturity: 15/11/2024
Issue date: 16/08/2024
Last trading day: 14/11/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.16
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.68
Implied volatility: 0.56
Historic volatility: 0.28
Parity: 0.68
Time value: 0.06
Break-even: 46.18
Moneyness: 1.18
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.87
Theta: -0.03
Omega: 5.37
Rho: 0.02
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.41%
1 Month  
+18.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.580
1M High / 1M Low: 0.710 0.400
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.624
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -