Soc. Generale Call 960 AEX 19.07..../  DE000SY0A7U9  /

EUWAX
2024-05-31  9:57:00 AM Chg.-0.004 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.069EUR -5.48% -
Bid Size: -
-
Ask Size: -
- 960.00 EUR 2024-07-19 Call
 

Master data

WKN: SY0A7U
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 960.00 EUR
Maturity: 2024-07-19
Issue date: 2024-05-13
Last trading day: 2024-07-19
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 491.09
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.11
Parity: -2.82
Time value: 0.09
Break-even: 961.84
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.61
Spread abs.: 0.01
Spread %: 8.24%
Delta: 0.10
Theta: -0.08
Omega: 49.88
Rho: 0.12
 

Quote data

Open: 0.069
High: 0.069
Low: 0.069
Previous Close: 0.073
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.81%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.118 0.069
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.094
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:   -