Soc. Generale Call 26 LDO 19.06.2025
/ DE000SY61XG8
Soc. Generale Call 26 LDO 19.06.2.../ DE000SY61XG8 /
| 1/24/2025 9:52:50 AM |
Chg.0.000 |
Bid9:53:38 AM |
Ask9:53:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
0.00% |
0.470
Bid Size: 100,000 |
0.480
Ask Size: 100,000 |
LEONARDO |
26.00 EUR |
6/19/2025 |
Call |
Master data
| WKN: |
SY61XG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
6/19/2025 |
| Issue date: |
8/12/2024 |
| Last trading day: |
6/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.37 |
| Time value: |
0.14 |
| Break-even: |
31.10 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.46 |
| Rho: |
0.07 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.63% |
| 1 Month |
|
|
+88.00% |
| 3 Months |
|
|
+327.27% |
| YTD |
|
|
+95.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.410 |
| 1M High / 1M Low: |
0.470 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.470 |
| Low (YTD): |
1/6/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |