Soc. Generale Call 50 FMC 20.09.2024
/ DE000SY1VP02
Soc. Generale Call 50 FMC 20.09.2.../ DE000SY1VP02 /
| 7/18/2024 11:55:11 AM |
Chg.0.000 |
Bid12:20:19 PM |
Ask12:20:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
0.00% |
1.310
Bid Size: 2,300 |
1.380
Ask Size: 2,300 |
FMC Corp |
50.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SY1VP0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/17/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.40 |
| Parity: |
1.09 |
| Time value: |
0.22 |
| Break-even: |
58.80 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
3.53 |
| Rho: |
0.06 |
Quote data
| Open: |
1.270 |
| High: |
1.320 |
| Low: |
1.270 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.05% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.910 |
| 1M High / 1M Low: |
1.320 |
0.770 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
