Soc. Generale Call 50 FMC 21.03.2025
/ DE000SY1VP10
Soc. Generale Call 50 FMC 21.03.2.../ DE000SY1VP10 /
27/09/2024 09:20:06 |
Chg.+0.13 |
Bid11:21:14 |
Ask11:21:14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.69EUR |
+8.33% |
1.70 Bid Size: 2,000 |
1.77 Ask Size: 2,000 |
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: |
3.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.61 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.53 |
Historic volatility: |
0.40 |
Parity: |
1.43 |
Time value: |
0.29 |
Break-even: |
61.94 |
Moneyness: |
1.32 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
0.58% |
Delta: |
0.84 |
Theta: |
-0.02 |
Omega: |
2.88 |
Rho: |
0.15 |
Quote data
Open: |
1.69 |
High: |
1.69 |
Low: |
1.69 |
Previous Close: |
1.56 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.33% |
1 Month |
|
|
+0.60% |
3 Months |
|
|
+31.01% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.57 |
1.40 |
1M High / 1M Low: |
1.72 |
1.35 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
77.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |