Soc. Generale Call 24 LDO 19.06.2025
/ DE000SY61XF0
Soc. Generale Call 24 LDO 19.06.2.../ DE000SY61XF0 /
| 1/24/2025 9:56:49 AM |
Chg.-0.020 |
Bid10:51:29 AM |
Ask10:51:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-3.13% |
0.630
Bid Size: 100,000 |
0.640
Ask Size: 100,000 |
LEONARDO |
24.00 EUR |
6/19/2025 |
Call |
Master data
| WKN: |
SY61XF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
6/19/2025 |
| Issue date: |
8/12/2024 |
| Last trading day: |
6/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
0.57 |
| Time value: |
0.09 |
| Break-even: |
30.60 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
3.83 |
| Rho: |
0.07 |
Quote data
| Open: |
0.640 |
| High: |
0.650 |
| Low: |
0.620 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.77% |
| 1 Month |
|
|
+82.35% |
| 3 Months |
|
|
+287.50% |
| YTD |
|
|
+72.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.570 |
| 1M High / 1M Low: |
0.640 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.640 |
| Low (YTD): |
1/6/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.598 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.468 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |