Soc. Generale Call 970 AEX 16.08.2024
/ DE000SY2J800
Soc. Generale Call 970 AEX 16.08..../ DE000SY2J800 /
| 2024-07-05 8:23:14 AM |
Chg.+0.022 |
Bid9:22:48 PM |
Ask9:22:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
+17.60% |
0.120
Bid Size: 20,000 |
0.127
Ask Size: 20,000 |
- |
970.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
SY2J80 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
970.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-07-02 |
| Last trading day: |
2024-08-16 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
295.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.11 |
| Parity: |
-1.76 |
| Time value: |
0.16 |
| Break-even: |
973.16 |
| Moneyness: |
0.96 |
| Premium: |
0.04 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
4.64% |
| Delta: |
0.18 |
| Theta: |
-0.12 |
| Omega: |
53.32 |
| Rho: |
0.19 |
Quote data
| Open: |
0.147 |
| High: |
0.147 |
| Low: |
0.147 |
| Previous Close: |
0.125 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
