Soc. Generale Call 900 EMSN 20.06.../  DE000SY67842  /

EUWAX
10/4/2024  1:57:42 PM Chg.+0.001 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.044EUR +2.33% -
Bid Size: -
-
Ask Size: -
EMS-CHEMIE N 900.00 CHF 6/20/2025 Call
 

Master data

WKN: SY6784
Issuer: Société Générale
Currency: EUR
Underlying: EMS-CHEMIE N
Type: Warrant
Option type: Call
Strike price: 900.00 CHF
Maturity: 6/20/2025
Issue date: 8/14/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 132.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -2.27
Time value: 0.06
Break-even: 960.94
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 22.22%
Delta: 0.10
Theta: -0.05
Omega: 12.79
Rho: 0.46
 

Quote data

Open: 0.032
High: 0.044
Low: 0.032
Previous Close: 0.043
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+175.00%
1 Month  
+62.96%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.044 0.033
1M High / 1M Low: 0.044 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.019
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,370.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -