Soc. Generale Call 50 G1A 20.06.2.../  DE000SY2CDM0  /

EUWAX
12/09/2024  11:13:12 Chg.+0.010 Bid12/09/2024 Ask12/09/2024 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 25,000
0.130
Ask Size: 25,000
GEA GROUP AG 50.00 EUR 20/06/2025 Call
 

Master data

WKN: SY2CDM
Issuer: Société Générale
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 20/06/2025
Issue date: 27/06/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.35
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.79
Time value: 0.13
Break-even: 51.30
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.27
Theta: -0.01
Omega: 8.79
Rho: 0.08
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month  
+29.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.098
1M High / 1M Low: 0.130 0.086
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -