Soc. Generale Call 92.5 HWM 20.12.2024
/ DE000SY118Q7
Soc. Generale Call 92.5 HWM 20.12.../ DE000SY118Q7 /
| 10/7/2024 1:36:31 PM |
Chg.+0.030 |
Bid3:47:08 PM |
Ask3:47:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+5.45% |
0.640
Bid Size: 90,000 |
0.650
Ask Size: 90,000 |
Howmet Aerospace Inc |
92.50 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SY118Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Howmet Aerospace Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.50 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
6/20/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
0.43 |
| Time value: |
0.21 |
| Break-even: |
97.12 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.73 |
| Theta: |
-0.05 |
| Omega: |
5.30 |
| Rho: |
0.11 |
Quote data
| Open: |
0.560 |
| High: |
0.580 |
| Low: |
0.560 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.83% |
| 1 Month |
|
|
+56.76% |
| 3 Months |
|
|
+314.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.550 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.431 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
