Soc. Generale Call 70 FMC 20.12.2024
/ DE000SY7AUR6
Soc. Generale Call 70 FMC 20.12.2.../ DE000SY7AUR6 /
| 9/27/2024 8:44:21 AM |
Chg.+0.070 |
Bid10:19:33 AM |
Ask10:19:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
+19.44% |
0.440
Bid Size: 6,900 |
0.480
Ask Size: 6,900 |
FMC Corp |
70.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SY7AUR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
FMC Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
8/16/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
-0.36 |
| Time value: |
0.46 |
| Break-even: |
67.23 |
| Moneyness: |
0.94 |
| Premium: |
0.14 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.47 |
| Theta: |
-0.04 |
| Omega: |
6.00 |
| Rho: |
0.05 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
-12.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.310 |
| 1M High / 1M Low: |
0.500 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
