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Soc. Generale Call 34 ML 20.06.20.../  DE000SY2LWP4  /

Frankfurt Zert./SG
1/10/2025  4:32:07 PM Chg.+0.002 Bid4:32:18 PM Ask4:32:18 PM Underlying Strike price Expiration date Option type
0.089EUR +2.30% 0.088
Bid Size: 150,000		 0.098
Ask Size: 150,000		 Cie Generale des Eta... 34.00 EUR 6/20/2025 Call
 

Master data

WKN: SY2LWP
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 6/20/2025
Issue date: 7/3/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.67
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.30
Time value: 0.10
Break-even: 34.95
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 11.76%
Delta: 0.33
Theta: -0.01
Omega: 10.80
Rho: 0.04
 

Quote data

Open: 0.085
High: 0.100
Low: 0.085
Previous Close: 0.087
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.00%
1 Month
  -44.38%
3 Months
  -69.31%
YTD
  -25.83%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.087
1M High / 1M Low: 0.170 0.087
6M High / 6M Low: 0.510 0.087
High (YTD): 1/2/2025 0.130
Low (YTD): 1/9/2025 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.103
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.286
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.13%
Volatility 6M:   153.99%
Volatility 1Y:   -
Volatility 3Y:   -