Soc. Generale Call 50 FMC 21.03.2025
/ DE000SY1VP10
Soc. Generale Call 50 FMC 21.03.2.../ DE000SY1VP10 /
8/16/2024 11:44:00 AM |
Chg.+0.090 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.560EUR |
+6.12% |
1.600 Bid Size: 3,000 |
1.620 Ask Size: 3,000 |
FMC Corp |
50.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
SY1VP1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FMC Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
6/17/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.43 |
Intrinsic value: |
1.13 |
Implied volatility: |
0.54 |
Historic volatility: |
0.41 |
Parity: |
1.13 |
Time value: |
0.45 |
Break-even: |
61.37 |
Moneyness: |
1.25 |
Premium: |
0.08 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
1.28% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
2.83 |
Rho: |
0.17 |
Quote data
Open: |
1.560 |
High: |
1.560 |
Low: |
1.560 |
Previous Close: |
1.470 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.00% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.500 |
1.400 |
1M High / 1M Low: |
1.840 |
1.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.482 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
155.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |