Soc. Generale Call 80 NESN 20.12.2024
/ DE000SY98D75
Soc. Generale Call 80 NESN 20.12..../ DE000SY98D75 /
| 11/12/2024 9:43:55 AM |
Chg.-0.050 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-31.25% |
-
Bid Size: - |
-
Ask Size: - |
NESTLE N |
80.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SY98D7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NESTLE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
9/24/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
52.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
94,164.19 |
| Parity: |
-0.20 |
| Time value: |
0.16 |
| Break-even: |
86.85 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
20.69 |
| Rho: |
0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.33% |
| 1 Month |
|
|
-77.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.150 |
| 1M High / 1M Low: |
0.690 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
