Soc. Generale Call 5.5 EZJ 20.12.2024
/ DE000SY0N5J1
Soc. Generale Call 5.5 EZJ 20.12..../ DE000SY0N5J1 /
| 19/11/2024 08:43:54 |
Chg.-0.060 |
Bid15:51:33 |
Ask15:51:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-27.27% |
0.160
Bid Size: 25,000 |
0.180
Ask Size: 25,000 |
Easyjet PLC ORD 27 2... |
5.50 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SY0N5J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Easyjet PLC ORD 27 2/7P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
22/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.34 |
| Parity: |
-0.37 |
| Time value: |
0.21 |
| Break-even: |
6.79 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.02 |
| Spread %: |
10.53% |
| Delta: |
0.37 |
| Theta: |
-0.01 |
| Omega: |
11.05 |
| Rho: |
0.00 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-42.86% |
| 3 Months |
|
|
+138.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.130 |
| 1M High / 1M Low: |
0.370 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
