Soc. Generale Call 48 STA2 21.03..../  DE000SY61YN2  /

EUWAX
15/11/2024  09:43:18 Chg.- Bid07:56:57 Ask07:56:57 Underlying Strike price Expiration date Option type
0.024EUR - 0.018
Bid Size: 10,000
0.055
Ask Size: 10,000
STABILUS SE 48.00 EUR 21/03/2025 Call
 

Master data

WKN: SY61YN
Issuer: Société Générale
Currency: EUR
Underlying: STABILUS SE
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 21/03/2025
Issue date: 12/08/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 80.57
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.32
Parity: -1.26
Time value: 0.04
Break-even: 48.44
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 1.49
Spread abs.: 0.01
Spread %: 46.67%
Delta: 0.12
Theta: -0.01
Omega: 9.77
Rho: 0.01
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -52.94%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.022
1M High / 1M Low: 0.060 0.022
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   350.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -