OverviewChartNewsTraderScreen

Soc. Generale Call 32 BATS 21.03..../  DE000SY0D6T0  /

Frankfurt Zert./SG
1/10/2025  1:25:31 PM Chg.+0.001 Bid1:43:24 PM Ask1:43:24 PM Underlying Strike price Expiration date Option type
0.041EUR +2.50% 0.039
Bid Size: 150,000		 0.049
Ask Size: 150,000		 British American Tob... 32.00 GBP 3/21/2025 Call
 

Master data

WKN: SY0D6T
Issuer: Société Générale
Currency: EUR
Underlying: British American Tobacco PLC ORD 25P
Type: Warrant
Option type: Call
Strike price: 32.00 GBP
Maturity: 3/21/2025
Issue date: 5/16/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.26
Time value: 0.05
Break-even: 38.75
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.56
Spread abs.: 0.01
Spread %: 24.39%
Delta: 0.26
Theta: -0.01
Omega: 18.16
Rho: 0.02
 

Quote data

Open: 0.045
High: 0.045
Low: 0.041
Previous Close: 0.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.38%
1 Month
  -21.15%
3 Months  
+105.00%
YTD  
+32.26%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.042 0.035
1M High / 1M Low: 0.059 0.030
6M High / 6M Low: 0.083 0.009
High (YTD): 1/3/2025 0.042
Low (YTD): 1/2/2025 0.033
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.040
Avg. volume 1M:   0.000
Avg. price 6M:   0.036
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.65%
Volatility 6M:   316.18%
Volatility 1Y:   -
Volatility 3Y:   -