Soc. Generale Call 50 SDZ 20.06.2.../  DE000SY6DWQ0  /

EUWAX
09/10/2024  08:39:23 Chg.-0.009 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.025EUR -26.47% -
Bid Size: -
-
Ask Size: -
SANDOZ GROUP N 50.00 CHF 20/06/2025 Call
 

Master data

WKN: SY6DWQ
Issuer: Société Générale
Currency: EUR
Underlying: SANDOZ GROUP N
Type: Warrant
Option type: Call
Strike price: 50.00 CHF
Maturity: 20/06/2025
Issue date: 31/07/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 94.28
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.32
Parity: -1.54
Time value: 0.04
Break-even: 53.51
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 0.65
Spread abs.: 0.01
Spread %: 33.33%
Delta: 0.10
Theta: 0.00
Omega: 9.87
Rho: 0.02
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.034
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -58.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.017
1M High / 1M Low: 0.060 0.017
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   274.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -