Soc. Generale Call 35 CRIN 20.03.2025
/ DE000SY60P83
Soc. Generale Call 35 CRIN 20.03..../ DE000SY60P83 /
| 1/23/2025 9:59:41 AM |
Chg.- |
Bid9:03:37 AM |
Ask9:03:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.62EUR |
- |
1.87
Bid Size: 30,000 |
1.88
Ask Size: 30,000 |
UNICREDIT |
35.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
SY60P8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
8/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
5.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
1.49 |
| Time value: |
0.07 |
| Break-even: |
42.80 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
5.05 |
| Rho: |
0.05 |
Quote data
| Open: |
1.61 |
| High: |
1.62 |
| Low: |
1.61 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.00% |
| 1 Month |
|
|
+105.06% |
| 3 Months |
|
|
+27.56% |
| YTD |
|
|
+76.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.50 |
| 1M High / 1M Low: |
1.74 |
0.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
1.74 |
| Low (YTD): |
1/2/2025 |
0.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |