Soc. Generale Call 50 WFC 19.12.2.../  DE000SY2G921  /

EUWAX
11/15/2024  9:28:05 AM Chg.-0.05 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.37EUR -2.07% -
Bid Size: -
-
Ask Size: -
Wells Fargo and Comp... 50.00 USD 12/19/2025 Call
 

Master data

WKN: SY2G92
Issuer: Société Générale
Currency: EUR
Underlying: Wells Fargo and Company
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 12/19/2025
Issue date: 7/1/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.17
Implied volatility: 0.32
Historic volatility: 0.27
Parity: 2.17
Time value: 0.25
Break-even: 71.68
Moneyness: 1.46
Premium: 0.04
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.01
Omega: 2.63
Rho: 0.43
 

Quote data

Open: 2.37
High: 2.37
Low: 2.37
Previous Close: 2.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.94%
1 Month  
+66.90%
3 Months  
+189.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.42 2.08
1M High / 1M Low: 2.42 1.42
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.28
Avg. volume 1W:   0.00
Avg. price 1M:   1.80
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -