Soc. Generale Call 44 BAC 20.12.2024
/ DE000SY6ANY9
Soc. Generale Call 44 BAC 20.12.2.../ DE000SY6ANY9 /
| 2024-11-19 9:39:31 AM |
Chg.-0.010 |
Bid5:07:22 PM |
Ask5:07:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
-3.45% |
0.270
Bid Size: 300,000 |
0.280
Ask Size: 300,000 |
Bank of America Corp... |
44.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SY6ANY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-07-29 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
0.26 |
| Time value: |
0.04 |
| Break-even: |
44.53 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
12.02 |
| Rho: |
0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
+180.00% |
| 3 Months |
|
|
+351.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.210 |
| 1M High / 1M Low: |
0.290 |
0.054 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,122.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
