Soc. Generale Call 47 GM 16.08.20.../  DE000SY1S6G9  /

EUWAX
8/2/2024  10:18:45 AM Chg.-0.005 Bid10:25:10 AM Ask10:25:10 AM Underlying Strike price Expiration date Option type
0.009EUR -35.71% 0.010
Bid Size: 10,000
0.020
Ask Size: 10,000
General Motors Compa... 47.00 USD 8/16/2024 Call
 

Master data

WKN: SY1S6G
Issuer: Société Générale
Currency: EUR
Underlying: General Motors Company
Type: Warrant
Option type: Call
Strike price: 47.00 USD
Maturity: 8/16/2024
Issue date: 6/14/2024
Last trading day: 8/15/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 182.76
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -0.34
Time value: 0.02
Break-even: 43.79
Moneyness: 0.92
Premium: 0.09
Premium p.a.: 8.27
Spread abs.: 0.01
Spread %: 83.33%
Delta: 0.15
Theta: -0.03
Omega: 27.24
Rho: 0.00
 

Quote data

Open: 0.008
High: 0.009
Low: 0.008
Previous Close: 0.014
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -74.29%
1 Month
  -94.71%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.035 0.014
1M High / 1M Low: 0.340 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   408.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -