Soc. Generale Call 90 EYX 20.12.2024
/ DE000SY58J85
Soc. Generale Call 90 EYX 20.12.2.../ DE000SY58J85 /
| 11/14/2024 9:43:42 AM |
Chg.+0.100 |
Bid8:03:19 PM |
Ask8:03:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+10.42% |
1.270
Bid Size: 2,400 |
1.360
Ask Size: 2,400 |
EXOR N.V. |
90.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SY58J8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
EXOR N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.63 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.63 |
| Time value: |
0.41 |
| Break-even: |
95.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
2.97% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
12.20 |
| Rho: |
0.06 |
Quote data
| Open: |
1.060 |
| High: |
1.060 |
| Low: |
1.060 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.11% |
| 1 Month |
|
|
-47.26% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
0.960 |
| 1M High / 1M Low: |
2.310 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.801 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
