Soc. Generale Call 9 VVU 20.09.2024
/ DE000SY1U510
Soc. Generale Call 9 VVU 20.09.20.../ DE000SY1U510 /
9/6/2024 9:38:55 PM |
Chg.-0.090 |
Bid9:57:45 PM |
Ask9:57:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
-7.63% |
1.090 Bid Size: 2,800 |
1.220 Ask Size: 2,800 |
VIVENDI SE INH. E... |
9.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SY1U51 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
VIVENDI SE INH. EO 5,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
6/17/2024 |
Last trading day: |
9/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
1.20 |
Implied volatility: |
0.54 |
Historic volatility: |
0.21 |
Parity: |
1.20 |
Time value: |
0.07 |
Break-even: |
10.27 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.04 |
Spread %: |
3.25% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
7.18 |
Rho: |
0.00 |
Quote data
Open: |
1.160 |
High: |
1.200 |
Low: |
1.060 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.68% |
1 Month |
|
|
+118.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.180 |
1.080 |
1M High / 1M Low: |
1.180 |
0.500 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.122 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.859 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
98.89% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |