Soc. Generale Call 20 LDO 20.03.2025
/ DE000SY1U4Z0
Soc. Generale Call 20 LDO 20.03.2.../ DE000SY1U4Z0 /
| 1/24/2025 9:52:06 AM |
Chg.0.000 |
Bid11:51:53 AM |
Ask11:51:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
0.00% |
0.960
Bid Size: 80,000 |
0.970
Ask Size: 80,000 |
LEONARDO |
20.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
SY1U4Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
6/17/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.31 |
| Parity: |
0.97 |
| Time value: |
0.02 |
| Break-even: |
29.90 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.90 |
| Rho: |
0.03 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.20% |
| 1 Month |
|
|
+50.79% |
| 3 Months |
|
|
+187.88% |
| YTD |
|
|
+55.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.950 |
0.870 |
| 1M High / 1M Low: |
0.950 |
0.560 |
| 6M High / 6M Low: |
0.950 |
0.210 |
| High (YTD): |
1/23/2025 |
0.950 |
| Low (YTD): |
1/6/2025 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.752 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.79% |
| Volatility 6M: |
|
154.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |