Soc. Generale Call 34 SGE 20.12.2.../  DE000SY0D9Z1  /

Frankfurt Zert./SG
2024-05-31  9:38:30 PM Chg.+0.001 Bid9:51:34 PM Ask9:51:34 PM Underlying Strike price Expiration date Option type
0.081EUR +1.25% 0.083
Bid Size: 10,000
0.093
Ask Size: 10,000
STE GENERALE INH. EO... 34.00 EUR 2024-12-20 Call
 

Master data

WKN: SY0D9Z
Issuer: Société Générale
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 2024-12-20
Issue date: 2024-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.45
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.23
Parity: -0.66
Time value: 0.09
Break-even: 34.93
Moneyness: 0.81
Premium: 0.28
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.26
Theta: -0.01
Omega: 7.52
Rho: 0.03
 

Quote data

Open: 0.083
High: 0.085
Low: 0.081
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.071
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.077
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:   -