Soc. Generale Call 70 OEWA 20.06.2025
/ DE000SY0AD44
Soc. Generale Call 70 OEWA 20.06..../ DE000SY0AD44 /
| 2024-07-26 9:57:37 AM |
Chg.-0.17 |
Bid5:30:10 PM |
Ask5:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-13.39% |
1.22
Bid Size: 2,500 |
1.28
Ask Size: 2,500 |
VERBUND AG INH... |
70.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
SY0AD4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VERBUND AG INH. A |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
0.45 |
| Time value: |
0.87 |
| Break-even: |
83.20 |
| Moneyness: |
1.06 |
| Premium: |
0.12 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.06 |
| Spread %: |
4.76% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.80 |
| Rho: |
0.33 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.29% |
| 1 Month |
|
|
-18.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.33 |
1.27 |
| 1M High / 1M Low: |
1.51 |
1.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
