Soc. Generale Call 44 GM 15.11.20.../  DE000SY7AUU0  /

EUWAX
10/18/2024  8:58:54 AM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.550EUR +3.77% -
Bid Size: -
-
Ask Size: -
General Motors Compa... 44.00 USD 11/15/2024 Call
 

Master data

WKN: SY7AUU
Issuer: Société Générale
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 44.00 USD
Maturity: 11/15/2024
Issue date: 8/16/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.00
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.50
Implied volatility: 0.49
Historic volatility: 0.28
Parity: 0.50
Time value: 0.07
Break-even: 46.33
Moneyness: 1.12
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.82
Theta: -0.03
Omega: 6.59
Rho: 0.02
 

Quote data

Open: 0.550
High: 0.550
Low: 0.550
Previous Close: 0.530
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.91%
1 Month  
+17.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.430
1M High / 1M Low: 0.570 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
Avg. volume 1W:   0.000
Avg. price 1M:   0.410
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -