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

EUWAX
8/16/2024  10:04:47 AM Chg.+0.08 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.55EUR +5.44% -
Bid Size: -
-
Ask Size: -
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: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.27%
1 Month  
+14.81%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.57 1.38
1M High / 1M Low: 1.70 1.26
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.48
Avg. volume 1W:   0.00
Avg. price 1M:   1.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -