Soc. Generale Call 75 FMC 20.12.2.../  DE000SY7A550  /

EUWAX
16/08/2024  08:57:28 Chg.-0.010 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.320EUR -3.03% -
Bid Size: -
-
Ask Size: -
FMC Corp 75.00 USD 20/12/2024 Call
 

Master data

WKN: SY7A55
Issuer: Société Générale
Currency: EUR
Underlying: FMC Corp
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 20/12/2024
Issue date: 15/08/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.72
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.41
Parity: -1.15
Time value: 0.34
Break-even: 71.75
Moneyness: 0.83
Premium: 0.26
Premium p.a.: 0.96
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.34
Theta: -0.03
Omega: 5.72
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.330
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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Volatility 1Y:   -
Volatility 3Y:   -