Soc. Generale Call 920 AEX 16.08..../  DE000SY1AZW8  /

EUWAX
2024-07-26  8:55:32 AM Chg.+0.037 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.169EUR +28.03% -
Bid Size: -
-
Ask Size: -
- 920.00 EUR 2024-08-16 Call
 

Master data

WKN: SY1AZW
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 920.00 EUR
Maturity: 2024-08-16
Issue date: 2024-06-05
Last trading day: 2024-08-16
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 146.23
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.11
Parity: -0.67
Time value: 0.31
Break-even: 926.20
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.48
Spread abs.: 0.01
Spread %: 3.33%
Delta: 0.34
Theta: -0.28
Omega: 50.25
Rho: 0.17
 

Quote data

Open: 0.169
High: 0.169
Low: 0.169
Previous Close: 0.132
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -69.82%
1 Month
  -83.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.132
1M High / 1M Low: 1.450 0.132
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.304
Avg. volume 1W:   0.000
Avg. price 1M:   0.875
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   421.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -