Soc. Generale Call 52.5 RNL 21.03.../  DE000SY0GTB4  /

EUWAX
1/24/2025  9:29:50 AM Chg.0.000 Bid10:05:06 PM Ask10:05:06 PM Underlying Strike price Expiration date Option type
0.170EUR 0.00% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 52.50 EUR 3/21/2025 Call
 

Master data

WKN: SY0GTB
Issuer: Société Générale
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 52.50 EUR
Maturity: 3/21/2025
Issue date: 5/17/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 28.90
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -0.34
Time value: 0.17
Break-even: 54.20
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.92
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.37
Theta: -0.03
Omega: 10.59
Rho: 0.02
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+21.43%
3 Months  
+54.55%
YTD  
+21.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.170 0.077
6M High / 6M Low: 0.220 0.019
High (YTD): 1/24/2025 0.170
Low (YTD): 1/10/2025 0.077
52W High: - -
52W Low: - -
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.131
Avg. volume 1M:   0.000
Avg. price 6M:   0.093
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   356.77%
Volatility 6M:   307.50%
Volatility 1Y:   -
Volatility 3Y:   -