Soc. Generale Call 250 JPM 20.09..../  DE000SY0LCQ8  /

EUWAX
31/05/2024  09:54:51 Chg.- Bid09:16:31 Ask09:16:31 Underlying Strike price Expiration date Option type
0.034EUR - 0.047
Bid Size: 10,000
0.063
Ask Size: 10,000
JP Morgan Chase and ... 250.00 USD 20/09/2024 Call
 

Master data

WKN: SY0LCQ
Issuer: Société Générale
Currency: EUR
Underlying: JP Morgan Chase and Co
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 20/09/2024
Issue date: 20/05/2024
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 311.19
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -4.36
Time value: 0.06
Break-even: 230.96
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 20.00%
Delta: 0.06
Theta: -0.01
Omega: 19.42
Rho: 0.03
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.041
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.82%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.030
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
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:   -