Soc. Generale Call 2.8 BARC 20.12.2024
/ DE000SY0D6P8
Soc. Generale Call 2.8 BARC 20.12.../ DE000SY0D6P8 /
2024-06-07 8:54:49 AM |
Chg.+0.002 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.066EUR |
+3.13% |
- Bid Size: - |
- Ask Size: - |
Barclays PLC ORD 25P |
2.80 GBP |
2024-12-20 |
Call |
Master data
WKN: |
SY0D6P |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barclays PLC ORD 25P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
2.80 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-05-16 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
29.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.29 |
Parity: |
-0.76 |
Time value: |
0.09 |
Break-even: |
3.38 |
Moneyness: |
0.77 |
Premium: |
0.33 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.02 |
Spread %: |
29.85% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
6.88 |
Rho: |
0.00 |
Quote data
Open: |
0.066 |
High: |
0.066 |
Low: |
0.066 |
Previous Close: |
0.064 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.080 |
0.061 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.069 |
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: |
|
- |