Soc. Generale Call 95 OEWA 20.06..../  DE000SY07723  /

Frankfurt Zert./SG
2024-07-04  6:13:20 PM Chg.+0.010 Bid2024-07-04 Ask2024-07-04 Underlying Strike price Expiration date Option type
0.420EUR +2.44% -
Bid Size: -
-
Ask Size: -
VERBUND AG INH... 95.00 EUR 2025-06-20 Call
 

Master data

WKN: SY0772
Issuer: Société Générale
Currency: EUR
Underlying: VERBUND AG INH. A
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2025-06-20
Issue date: 2024-06-04
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.56
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -1.95
Time value: 0.43
Break-even: 99.30
Moneyness: 0.79
Premium: 0.32
Premium p.a.: 0.33
Spread abs.: 0.02
Spread %: 4.88%
Delta: 0.32
Theta: -0.01
Omega: 5.68
Rho: 0.19
 

Quote data

Open: 0.410
High: 0.430
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month  
+5.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.360
1M High / 1M Low: 0.440 0.320
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.386
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -