Soc. Generale Call 8 ENL 19.12.20.../  DE000SY21UM6  /

EUWAX
13/09/2024  09:41:57 Chg.+0.006 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.043EUR +16.22% -
Bid Size: -
-
Ask Size: -
ENEL S.P.A. ... 8.00 EUR 19/12/2024 Call
 

Master data

WKN: SY21UM
Issuer: Société Générale
Currency: EUR
Underlying: ENEL S.P.A. EO 1
Type: Warrant
Option type: Call
Strike price: 8.00 EUR
Maturity: 19/12/2024
Issue date: 12/07/2024
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 141.64
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.92
Time value: 0.05
Break-even: 8.05
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 25.00%
Delta: 0.14
Theta: 0.00
Omega: 20.24
Rho: 0.00
 

Quote data

Open: 0.043
High: 0.043
Low: 0.043
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.44%
1 Month  
+53.57%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.036
1M High / 1M Low: 0.042 0.019
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.80%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -