Soc. Generale Call 38 G1A 21.03.2025
/ DE000SY61WN6
Soc. Generale Call 38 G1A 21.03.2.../ DE000SY61WN6 /
| 24/01/2025 21:37:03 |
Chg.-0.020 |
Bid24/01/2025 |
Ask24/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-1.68% |
1.170
Bid Size: 3,000 |
1.200
Ask Size: 3,000 |
GEA GROUP AG |
38.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
SY61WN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
12/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
1.16 |
| Time value: |
0.04 |
| Break-even: |
50.00 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.89 |
| Rho: |
0.05 |
Quote data
| Open: |
1.180 |
| High: |
1.210 |
| Low: |
1.170 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
+30.00% |
| YTD |
|
|
+12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
1.070 |
| 1M High / 1M Low: |
1.190 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
1.190 |
| Low (YTD): |
15/01/2025 |
1.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.072 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |