Soc. Generale Call 86 SY1 21.03.2025
/ DE000SW3Y023
Soc. Generale Call 86 SY1 21.03.2.../ DE000SW3Y023 /
| 12/23/2024 6:09:35 PM |
Chg.-0.03 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.64EUR |
-1.80% |
-
Bid Size: - |
-
Ask Size: - |
SYMRISE AG INH. O.N. |
86.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SW3Y02 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SYMRISE AG INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
9/26/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
1.54 |
| Time value: |
0.23 |
| Break-even: |
103.60 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.15% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
4.86 |
| Rho: |
0.16 |
Quote data
| Open: |
1.65 |
| High: |
1.71 |
| Low: |
1.64 |
| Previous Close: |
1.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.87% |
| 1 Month |
|
|
-18.41% |
| 3 Months |
|
|
-57.84% |
| YTD |
|
|
-23.72% |
| 1 Year |
|
|
-21.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.64 |
| 1M High / 1M Low: |
2.01 |
1.64 |
| 6M High / 6M Low: |
3.99 |
1.64 |
| High (YTD): |
9/30/2024 |
3.99 |
| Low (YTD): |
1/23/2024 |
1.58 |
| 52W High: |
9/30/2024 |
3.99 |
| 52W Low: |
1/23/2024 |
1.58 |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.62 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
63.45% |
| Volatility 6M: |
|
61.05% |
| Volatility 1Y: |
|
67.25% |
| Volatility 3Y: |
|
- |
