Soc. Generale Call 60 BNR 21.03.2.../  DE000SY24EH4  /

EUWAX
1/24/2025  6:18:09 PM Chg.+0.010 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -
-
Ask Size: -
BRENNTAG SE NA O.N. 60.00 EUR 3/21/2025 Call
 

Master data

WKN: SY24EH
Issuer: Société Générale
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 3/21/2025
Issue date: 7/15/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 28.97
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -0.21
Time value: 0.20
Break-even: 62.00
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.42
Theta: -0.03
Omega: 12.23
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.200
Low: 0.170
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month
  -14.29%
3 Months
  -64.71%
YTD
  -28.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.120
1M High / 1M Low: 0.250 0.095
6M High / 6M Low: 1.040 0.095
High (YTD): 1/2/2025 0.250
Low (YTD): 1/14/2025 0.095
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.583
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   347.03%
Volatility 6M:   229.76%
Volatility 1Y:   -
Volatility 3Y:   -