Soc. Generale Call 60 FMC 21.03.2025
/ DE000SY02YV9
Soc. Generale Call 60 FMC 21.03.2.../ DE000SY02YV9 /
9/27/2024 3:48:51 PM |
Chg.+0.020 |
Bid4:04:55 PM |
Ask4:04:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
+1.79% |
1.150 Bid Size: 30,000 |
1.160 Ask Size: 30,000 |
FMC Corp |
60.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
SY02YV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FMC Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/30/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.53 |
Implied volatility: |
0.51 |
Historic volatility: |
0.40 |
Parity: |
0.53 |
Time value: |
0.60 |
Break-even: |
64.98 |
Moneyness: |
1.10 |
Premium: |
0.10 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.01 |
Spread %: |
0.89% |
Delta: |
0.69 |
Theta: |
-0.02 |
Omega: |
3.60 |
Rho: |
0.14 |
Quote data
Open: |
1.100 |
High: |
1.170 |
Low: |
1.100 |
Previous Close: |
1.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+26.67% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+28.09% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.120 |
0.900 |
1M High / 1M Low: |
1.150 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.000 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
92.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |