Soc. Generale Call 750 AVS 21.03.2025
/ DE000SY0GR00
Soc. Generale Call 750 AVS 21.03..../ DE000SY0GR00 /
| 2024-06-19 9:31:42 AM |
Chg.-0.05 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
-2.75% |
-
Bid Size: - |
-
Ask Size: - |
ASM INTL N.V. E... |
750.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SY0GR0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
750.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2025-03-21 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
7.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.37 |
| Parity: |
-0.95 |
| Time value: |
1.86 |
| Break-even: |
843.00 |
| Moneyness: |
0.94 |
| Premium: |
0.20 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.53 |
| Theta: |
-0.22 |
| Omega: |
4.03 |
| Rho: |
2.12 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.12% |
| 1 Month |
|
|
+37.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.70 |
| 1M High / 1M Low: |
1.82 |
1.25 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
