Soc. Generale Call 8.5 UAA 20.12.2024
/ DE000SY7AXS8
Soc. Generale Call 8.5 UAA 20.12..../ DE000SY7AXS8 /
9/10/2024 9:00:14 AM |
Chg.-0.100 |
Bid6:04:25 PM |
Ask6:04:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-20.83% |
0.290 Bid Size: 20,000 |
0.310 Ask Size: 20,000 |
Under Armour Inc |
8.50 USD |
12/20/2024 |
Call |
Master data
WKN: |
SY7AXS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Under Armour Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.50 USD |
Maturity: |
12/20/2024 |
Issue date: |
8/16/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.39 |
Parity: |
-0.94 |
Time value: |
0.47 |
Break-even: |
8.17 |
Moneyness: |
0.88 |
Premium: |
0.21 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.02 |
Spread %: |
4.44% |
Delta: |
0.39 |
Theta: |
0.00 |
Omega: |
5.67 |
Rho: |
0.01 |
Quote data
Open: |
0.380 |
High: |
0.380 |
Low: |
0.380 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-17.39% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.620 |
0.460 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |