Soc. Generale Call 8 UAA 20.12.2024
/ DE000SY7AXR0
Soc. Generale Call 8 UAA 20.12.20.../ DE000SY7AXR0 /
| 11/15/2024 9:45:44 PM |
Chg.+0.090 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
+4.76% |
1.960
Bid Size: 5,000 |
2.030
Ask Size: 5,000 |
Under Armour Inc |
8.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SY7AXR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.00 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: |
4.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.50 |
| Parity: |
1.84 |
| Time value: |
0.19 |
| Break-even: |
9.63 |
| Moneyness: |
1.24 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
3.57% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
4.01 |
| Rho: |
0.01 |
Quote data
| Open: |
1.720 |
| High: |
2.030 |
| Low: |
1.720 |
| Previous Close: |
1.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.61% |
| 1 Month |
|
|
+23.75% |
| 3 Months |
|
|
+132.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.980 |
1.660 |
| 1M High / 1M Low: |
3.040 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.820 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.387 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
677.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
