Soc. Generale Call 9 AFR0 20.06.2.../  DE000SY2CB00  /

EUWAX
09/08/2024  08:59:17 Chg.+0.010 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.880EUR +1.15% -
Bid Size: -
-
Ask Size: -
AIR FRANCE-KLM INH. ... 9.00 EUR 20/06/2025 Call
 

Master data

WKN: SY2CB0
Issuer: Société Générale
Currency: EUR
Underlying: AIR FRANCE-KLM INH. EO 1
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 20/06/2025
Issue date: 27/06/2024
Last trading day: 19/06/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.37
Parity: -1.31
Time value: 0.92
Break-even: 9.92
Moneyness: 0.85
Premium: 0.29
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 2.22%
Delta: 0.47
Theta: 0.00
Omega: 3.89
Rho: 0.02
 

Quote data

Open: 0.880
High: 0.880
Low: 0.880
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month
  -32.31%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.870
1M High / 1M Low: 1.300 0.870
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   1.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -