Soc. Generale Call 7.5 WBA 20.12.2024
/ DE000SY9CTX8
Soc. Generale Call 7.5 WBA 20.12..../ DE000SY9CTX8 /
| 2024-11-15 8:52:27 AM |
Chg.-0.22 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.23EUR |
-15.17% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
7.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SY9CTX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-09-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.46 |
| Parity: |
0.93 |
| Time value: |
0.12 |
| Break-even: |
8.17 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.94% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
6.44 |
| Rho: |
0.01 |
Quote data
| Open: |
1.23 |
| High: |
1.23 |
| Low: |
1.23 |
| Previous Close: |
1.45 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.35% |
| 1 Month |
|
|
-34.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.23 |
| 1M High / 1M Low: |
3.38 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
