Soc. Generale Call 800 AVS 20.12.2024
/ DE000SY0GRZ7
Soc. Generale Call 800 AVS 20.12..../ DE000SY0GRZ7 /
2024-11-12 9:18:02 AM |
Chg.0.000 |
Bid8:39:22 PM |
Ask8:39:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 10,000 |
0.021 Ask Size: 10,000 |
ASM INTL N.V. E... |
800.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SY0GRZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ASM INTL N.V. EO-,04 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-17 |
Last trading day: |
2024-12-20 |
Ratio: |
50:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
491.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.41 |
Parity: |
-5.67 |
Time value: |
0.02 |
Break-even: |
801.05 |
Moneyness: |
0.65 |
Premium: |
0.55 |
Premium p.a.: |
66.84 |
Spread abs.: |
0.02 |
Spread %: |
2,000.00% |
Delta: |
0.03 |
Theta: |
-0.09 |
Omega: |
13.20 |
Rho: |
0.01 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-99.38% |
3 Months |
|
|
-99.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.002 |
0.001 |
1M High / 1M Low: |
0.200 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
462.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |