Soc. Generale Call 940 AEX 21.03..../  DE000SY7PPU8  /

EUWAX
11/8/2024  9:31:53 AM Chg.+0.010 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.400EUR +2.56% -
Bid Size: -
-
Ask Size: -
- 940.00 EUR 3/21/2025 Call
 

Master data

WKN: SY7PPU
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 940.00 EUR
Maturity: 3/21/2025
Issue date: 8/22/2024
Last trading day: 3/21/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 99.83
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -3.07
Time value: 0.44
Break-even: 948.80
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.24
Theta: -0.09
Omega: 23.66
Rho: 0.73
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -66.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.390
1M High / 1M Low: 1.430 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.468
Avg. volume 1W:   0.000
Avg. price 1M:   0.772
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   230.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -