Soc. Generale Call 8 AFR0 20.12.2024
/ DE000SY2GMP5
Soc. Generale Call 8 AFR0 20.12.2.../ DE000SY2GMP5 /
16/10/2024 21:41:27 |
Chg.+0.040 |
Bid08:12:08 |
Ask08:12:08 |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
+3.54% |
1.170 Bid Size: 2,600 |
1.260 Ask Size: 2,600 |
AIR FRANCE-KLM INH. ... |
8.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SY2GMP |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AIR FRANCE-KLM INH. EO 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
01/07/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.01 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.52 |
Historic volatility: |
0.38 |
Parity: |
0.74 |
Time value: |
0.44 |
Break-even: |
9.18 |
Moneyness: |
1.09 |
Premium: |
0.05 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
1.72% |
Delta: |
0.71 |
Theta: |
-0.01 |
Omega: |
5.22 |
Rho: |
0.01 |
Quote data
Open: |
1.070 |
High: |
1.170 |
Low: |
0.980 |
Previous Close: |
1.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
+7.34% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
0.870 |
1M High / 1M Low: |
1.670 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.111 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
290.64% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |