Soc. Generale Call 90 OEWA 20.12..../  DE000SY0D989  /

EUWAX
26/07/2024  10:13:49 Chg.-0.060 Bid15:39:52 Ask15:39:52 Underlying Strike price Expiration date Option type
0.130EUR -31.58% 0.160
Bid Size: 15,000
0.180
Ask Size: 15,000
VERBUND AG INH... 90.00 EUR 20/12/2024 Call
 

Master data

WKN: SY0D98
Issuer: Société Générale
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 20/12/2024
Issue date: 16/05/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 37.25
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -1.55
Time value: 0.20
Break-even: 92.00
Moneyness: 0.83
Premium: 0.23
Premium p.a.: 0.69
Spread abs.: 0.02
Spread %: 11.11%
Delta: 0.24
Theta: -0.02
Omega: 8.85
Rho: 0.06
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -51.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.300 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   168.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -