Soc. Generale Call 50 FMC 21.03.2.../  DE000SY1VP10  /

EUWAX
18/10/2024  09:45:19 Chg.-0.04 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
1.43EUR -2.72% -
Bid Size: -
-
Ask Size: -
FMC Corp 50.00 USD 21/03/2025 Call
 

Master data

WKN: SY1VP1
Issuer: Société Générale
Currency: EUR
Underlying: FMC Corp
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 21/03/2025
Issue date: 17/06/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.82
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.17
Implied volatility: 0.56
Historic volatility: 0.41
Parity: 1.17
Time value: 0.34
Break-even: 61.11
Moneyness: 1.25
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 1.34%
Delta: 0.80
Theta: -0.02
Omega: 3.06
Rho: 0.13
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.15%
1 Month
  -8.92%
3 Months
  -3.38%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.47 1.32
1M High / 1M Low: 1.71 1.32
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.53
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -