Soc. Generale Call 60 NDAQ 19.12..../  DE000SY0Y8Y1  /

EUWAX
16/08/2024  08:25:01 Chg.+0.06 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
1.45EUR +4.32% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 60.00 USD 19/12/2025 Call
 

Master data

WKN: SY0Y8Y
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 19/12/2025
Issue date: 28/05/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 1.27
Intrinsic value: 0.89
Implied volatility: 0.30
Historic volatility: 0.18
Parity: 0.89
Time value: 0.62
Break-even: 69.78
Moneyness: 1.16
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.67%
Delta: 0.77
Theta: -0.01
Omega: 3.25
Rho: 0.46
 

Quote data

Open: 1.45
High: 1.45
Low: 1.45
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.62%
1 Month  
+36.79%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.45 1.34
1M High / 1M Low: 1.49 1.03
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.38
Avg. volume 1W:   0.00
Avg. price 1M:   1.25
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -