Soc. Generale Call 550 AVS 21.03.2025
/ DE000SY6QQ29
Soc. Generale Call 550 AVS 21.03..../ DE000SY6QQ29 /
| 1/23/2025 9:50:35 AM |
Chg.-0.29 |
Bid5:29:19 PM |
Ask5:29:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
-15.51% |
1.63
Bid Size: 30,000 |
1.64
Ask Size: 30,000 |
ASM INTL N.V. E... |
550.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
SY6QQ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
8/6/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.41 |
| Parity: |
1.56 |
| Time value: |
0.34 |
| Break-even: |
645.00 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.80 |
| Theta: |
-0.32 |
| Omega: |
5.28 |
| Rho: |
0.63 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.19% |
| 1 Month |
|
|
+35.04% |
| 3 Months |
|
|
+58.00% |
| YTD |
|
|
+46.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.74 |
| 1M High / 1M Low: |
1.87 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
1.87 |
| Low (YTD): |
1/2/2025 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |