Soc. Generale Call 55 FMC 20.09.2024
/ DE000SY08PG5
Soc. Generale Call 55 FMC 20.09.2.../ DE000SY08PG5 /
| 8/16/2024 11:50:34 AM |
Chg.+0.080 |
Bid9:59:10 PM |
Ask9:59:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+11.11% |
0.860
Bid Size: 3,500 |
0.880
Ask Size: 3,500 |
FMC Corp |
55.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SY08PG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
6/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.41 |
| Parity: |
0.67 |
| Time value: |
0.15 |
| Break-even: |
58.33 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
2.50% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
5.49 |
| Rho: |
0.04 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.11% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.640 |
| 1M High / 1M Low: |
1.080 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.751 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
295.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
