Soc. Generale Call 96 MU 15.11.2024
/ DE000SY79458
Soc. Generale Call 96 MU 15.11.20.../ DE000SY79458 /
| 11/6/2024 10:31:06 AM |
Chg.+0.35 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+50.72% |
-
Bid Size: - |
-
Ask Size: - |
Micron Technology In... |
96.00 USD |
11/15/2024 |
Call |
Master data
| WKN: |
SY7945 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Micron Technology Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
96.00 USD |
| Maturity: |
11/15/2024 |
| Issue date: |
9/4/2024 |
| Last trading day: |
11/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.43 |
| Parity: |
0.87 |
| Time value: |
0.09 |
| Break-even: |
97.40 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.84 |
| Theta: |
-0.14 |
| Omega: |
8.45 |
| Rho: |
0.02 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
0.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+6.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
0.600 |
| 1M High / 1M Low: |
1.670 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.756 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
267.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
