Soc. Generale Call 75 LRCX 21.03..../  DE000SY68JS7  /

EUWAX
23/01/2025  08:44:43 Chg.+0.09 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
9.59EUR +0.95% -
Bid Size: -
-
Ask Size: -
Lam Research Corpora... 75.00 USD 21/03/2025 Call
 

Master data

WKN: SY68JS
Issuer: Société Générale
Currency: EUR
Underlying: Lam Research Corporation
Type: Warrant
Option type: Call
Strike price: 75.00 USD
Maturity: 21/03/2025
Issue date: 14/08/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.56
Leverage: Yes

Calculated values

Fair value: 10.04
Intrinsic value: 7.93
Implied volatility: 0.46
Historic volatility: 0.41
Parity: 7.93
Time value: 2.65
Break-even: 82.64
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 0.28%
Delta: 0.75
Theta: -0.04
Omega: 5.70
Rho: 0.08
 

Quote data

Open: 9.59
High: 9.59
Low: 9.59
Previous Close: 9.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+85.49%
3 Months
  -1.94%
YTD  
+84.07%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 9.59 8.22
1M High / 1M Low: 9.59 5.01
6M High / 6M Low: - -
High (YTD): 23/01/2025 9.59
Low (YTD): 03/01/2025 5.01
52W High: - -
52W Low: - -
Avg. price 1W:   8.82
Avg. volume 1W:   0.00
Avg. price 1M:   6.87
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   179.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -