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Soc. Generale Call 7 Davide Campa.../  DE000SY914Y3  /

EUWAX
03/10/2024  09:44:31 Chg.-0.030 Bid10:38:42 Ask10:38:42 Underlying Strike price Expiration date Option type
0.400EUR -6.98% 0.370
Bid Size: 35,000		 0.380
Ask Size: 35,000		 - 7.00 EUR 20/12/2024 Call
 

Master data

WKN: SY914Y
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7.00 EUR
Maturity: 20/12/2024
Issue date: 19/09/2024
Last trading day: 20/12/2024
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 8.31
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.24
Implied volatility: 0.45
Historic volatility: 0.29
Parity: 0.24
Time value: 0.21
Break-even: 7.90
Moneyness: 1.07
Premium: 0.06
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.67
Theta: 0.00
Omega: 5.60
Rho: 0.01
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.390
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
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:   -