Soc. Generale Call 9.5 UAA 20.12.2024
/ DE000SY7AXU4
Soc. Generale Call 9.5 UAA 20.12..../ DE000SY7AXU4 /
| 15/11/2024 08:57:03 |
Chg.+0.010 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+1.43% |
-
Bid Size: - |
-
Ask Size: - |
Under Armour Inc |
9.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SY7AXU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Under Armour Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
16/08/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.50 |
| Parity: |
0.42 |
| Time value: |
0.50 |
| Break-even: |
9.94 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.04 |
| Spread %: |
4.55% |
| Delta: |
0.64 |
| Theta: |
-0.01 |
| Omega: |
6.55 |
| Rho: |
0.00 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.79% |
| 1 Month |
|
|
+10.94% |
| 3 Months |
|
|
+73.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.590 |
| 1M High / 1M Low: |
1.360 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,180.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
