Soc. Generale Call 9.5 VVU 21.03.2025
/ DE000SY61Y24
Soc. Generale Call 9.5 VVU 21.03..../ DE000SY61Y24 /
| 09/10/2024 10:12:57 |
Chg.+0.08 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+5.16% |
-
Bid Size: - |
-
Ask Size: - |
VIVENDI SE INH. E... |
9.50 EUR |
21/03/2025 |
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: |
21/03/2025 |
| Issue date: |
12/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
0.73 |
| Time value: |
0.88 |
| Break-even: |
11.11 |
| Moneyness: |
1.08 |
| Premium: |
0.09 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
0.67 |
| Theta: |
0.00 |
| Omega: |
4.28 |
| Rho: |
0.02 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.55 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.32% |
| 1 Month |
|
|
+3.16% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.55 |
| 1M High / 1M Low: |
1.85 |
1.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
