Soc. Generale Call 34 VIG 20.06.2.../  DE000SY0AEE3  /

EUWAX
2024-09-20  9:38:31 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% -
Bid Size: -
-
Ask Size: -
VIENNA INSURANCE GRO... 34.00 EUR 2025-06-20 Call
 

Master data

WKN: SY0AEE
Issuer: Société Générale
Currency: EUR
Underlying: VIENNA INSURANCE GROUP AG
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2025-06-20
Issue date: 2024-05-13
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.13
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.16
Parity: -0.39
Time value: 0.12
Break-even: 35.20
Moneyness: 0.89
Premium: 0.17
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 20.00%
Delta: 0.34
Theta: 0.00
Omega: 8.66
Rho: 0.07
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -28.57%
3 Months
  -23.08%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.100
1M High / 1M Low: 0.180 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   157.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -