Soc. Generale Call 70 FMC 20.06.2025
/ DE000SY02Y26
Soc. Generale Call 70 FMC 20.06.2.../ DE000SY02Y26 /
| 9/27/2024 3:49:50 PM |
Chg.+0.020 |
Bid4:16:02 PM |
Ask4:16:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+2.30% |
0.890
Bid Size: 40,000 |
0.900
Ask Size: 40,000 |
FMC Corp |
70.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
SY02Y2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
5/30/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.40 |
| Parity: |
-0.36 |
| Time value: |
0.88 |
| Break-even: |
71.43 |
| Moneyness: |
0.94 |
| Premium: |
0.21 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
3.68 |
| Rho: |
0.17 |
Quote data
| Open: |
0.850 |
| High: |
0.890 |
| Low: |
0.850 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.61% |
| 1 Month |
|
|
-2.20% |
| 3 Months |
|
|
+11.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.720 |
| 1M High / 1M Low: |
0.910 |
0.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.797 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
