Soc. Generale Call 9.5 VVU 21.03.2025
/ DE000SY61Y24
Soc. Generale Call 9.5 VVU 21.03..../ DE000SY61Y24 /
11/12/2024 9:42:46 PM |
Chg.-0.130 |
Bid11/12/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
-18.06% |
0.590 Bid Size: 5,100 |
- Ask Size: - |
VIVENDI SE INH. E... |
9.50 EUR |
3/21/2025 |
Call |
Master data
WKN: |
SY61Y2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
VIVENDI SE INH. EO 5,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.50 EUR |
Maturity: |
3/21/2025 |
Issue date: |
8/12/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
12.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.21 |
Parity: |
-0.25 |
Time value: |
0.73 |
Break-even: |
10.23 |
Moneyness: |
0.97 |
Premium: |
0.11 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.51 |
Theta: |
0.00 |
Omega: |
6.50 |
Rho: |
0.01 |
Quote data
Open: |
0.670 |
High: |
0.690 |
Low: |
0.580 |
Previous Close: |
0.720 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-25.32% |
1 Month |
|
|
-63.13% |
3 Months |
|
|
-35.87% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.590 |
1M High / 1M Low: |
1.800 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.722 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.281 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.39% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |