Soc. Generale Call 10.5 WBA 21.03.2025
/ DE000SY77P76
Soc. Generale Call 10.5 WBA 21.03.../ DE000SY77P76 /
| 1/23/2025 9:47:37 PM |
Chg.+0.100 |
Bid9:59:24 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+7.09% |
-
Bid Size: - |
-
Ask Size: - |
Walgreens Boots Alli... |
10.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SY77P7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.57 |
| Parity: |
1.08 |
| Time value: |
0.38 |
| Break-even: |
11.55 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
5.72 |
| Rho: |
0.01 |
Quote data
| Open: |
1.410 |
| High: |
1.530 |
| Low: |
1.410 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.23% |
| 1 Month |
|
|
+75.58% |
| 3 Months |
|
|
+65.93% |
| YTD |
|
|
+60.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.660 |
1.100 |
| 1M High / 1M Low: |
2.660 |
0.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
2.660 |
| Low (YTD): |
1/9/2025 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.388 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
631.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |