Soc. Generale Call 49 8GM 15.11.2.../  DE000SY794G6  /

Frankfurt Zert./SG
2024-11-12  3:40:41 PM Chg.+0.060 Bid9:58:04 PM Ask- Underlying Strike price Expiration date Option type
0.870EUR +7.41% -
Bid Size: -
-
Ask Size: -
GENERAL MOTORS D... 49.00 - 2024-11-15 Call
 

Master data

WKN: SY794G
Issuer: Société Générale
Currency: EUR
Underlying: GENERAL MOTORS DL-,01
Type: Warrant
Option type: Call
Strike price: 49.00 -
Maturity: 2024-11-15
Issue date: 2024-09-04
Last trading day: 2024-11-13
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.00
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.56
Implied volatility: 4.11
Historic volatility: 0.29
Parity: 0.56
Time value: 0.22
Break-even: 56.80
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.73
Theta: -1.94
Omega: 5.11
Rho: 0.00
 

Quote data

Open: 0.800
High: 0.870
Low: 0.750
Previous Close: 0.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+42.62%
1 Month  
+335.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.600
1M High / 1M Low: 0.870 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.723
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   602.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -