Soc. Generale Call 75 FMC 21.03.2025
/ DE000SY02YY3
Soc. Generale Call 75 FMC 21.03.2.../ DE000SY02YY3 /
8/16/2024 11:50:36 AM |
Chg.+0.030 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.520EUR |
+6.12% |
0.540 Bid Size: 5,600 |
0.550 Ask Size: 5,600 |
FMC Corp |
75.00 USD |
3/21/2025 |
Call |
Master data
WKN: |
SY02YY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
FMC Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 USD |
Maturity: |
3/21/2025 |
Issue date: |
5/30/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.41 |
Parity: |
-1.15 |
Time value: |
0.53 |
Break-even: |
73.65 |
Moneyness: |
0.83 |
Premium: |
0.30 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.01 |
Spread %: |
1.92% |
Delta: |
0.41 |
Theta: |
-0.02 |
Omega: |
4.40 |
Rho: |
0.11 |
Quote data
Open: |
0.520 |
High: |
0.520 |
Low: |
0.520 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-1.89% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.470 |
1M High / 1M Low: |
0.740 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.496 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.547 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.68% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |