Soc. Generale Call 850 EMSN 21.03.../  DE000SY7A3Y3  /

Frankfurt Zert./SG
11/7/2024  9:41:13 PM Chg.-0.002 Bid11/7/2024 Ask11/7/2024 Underlying Strike price Expiration date Option type
0.001EUR -66.67% 0.001
Bid Size: 10,000
0.031
Ask Size: 10,000
EMS-CHEMIE N 850.00 CHF 3/21/2025 Call
 

Master data

WKN: SY7A3Y
Issuer: Société Générale
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 850.00 CHF
Maturity: 3/21/2025
Issue date: 8/15/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 349.50
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -2.05
Time value: 0.02
Break-even: 905.76
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 1.03
Spread abs.: 0.02
Spread %: 300.00%
Delta: 0.05
Theta: -0.04
Omega: 17.58
Rho: 0.12
 

Quote data

Open: 0.002
High: 0.006
Low: 0.001
Previous Close: 0.003
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -88.89%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.019 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:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,869.17%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -