Soc. Generale Call 560 2FE 21.03..../  DE000SY9TLJ8  /

Frankfurt Zert./SG
10/4/2024  9:51:26 PM Chg.+0.001 Bid10/4/2024 Ask10/4/2024 Underlying Strike price Expiration date Option type
0.013EUR +8.33% 0.013
Bid Size: 10,000
0.023
Ask Size: 10,000
FERRARI N.V. 560.00 EUR 3/21/2025 Call
 

Master data

WKN: SY9TLJ
Issuer: Société Générale
Currency: EUR
Underlying: FERRARI N.V.
Type: Warrant
Option type: Call
Strike price: 560.00 EUR
Maturity: 3/21/2025
Issue date: 9/16/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 177.39
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -1.52
Time value: 0.02
Break-even: 562.30
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 1.02
Spread abs.: 0.01
Spread %: 76.92%
Delta: 0.07
Theta: -0.03
Omega: 12.59
Rho: 0.12
 

Quote data

Open: 0.012
High: 0.013
Low: 0.011
Previous Close: 0.012
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.017 0.012
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -