Soc. Generale Call 44 G1A 21.03.2.../  DE000SY61WQ9  /

EUWAX
2024-12-23  6:18:27 PM Chg.-0.010 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.490EUR -2.00% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 44.00 EUR 2025-03-21 Call
 

Master data

WKN: SY61WQ
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2025-03-21
Issue date: 2024-08-12
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.27
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.42
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 0.42
Time value: 0.10
Break-even: 49.20
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.80
Theta: -0.01
Omega: 7.46
Rho: 0.08
 

Quote data

Open: 0.490
High: 0.510
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.55%
1 Month  
+13.95%
3 Months  
+81.48%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.470
1M High / 1M Low: 0.620 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.514
Avg. volume 1W:   0.000
Avg. price 1M:   0.493
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   147.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -