Soc. Generale Call 60 NDA 21.03.2025
/ DE000SY61VM0
Soc. Generale Call 60 NDA 21.03.2.../ DE000SY61VM0 /
| 1/24/2025 9:40:08 PM |
Chg.0.000 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
0.00% |
1.460
Bid Size: 2,100 |
1.490
Ask Size: 2,100 |
AURUBIS AG |
60.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SY61VM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.37 |
| Parity: |
1.40 |
| Time value: |
0.12 |
| Break-even: |
75.10 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
2.03% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
4.32 |
| Rho: |
0.08 |
Quote data
| Open: |
1.510 |
| High: |
1.580 |
| Low: |
1.460 |
| Previous Close: |
1.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.31% |
| 1 Month |
|
|
-20.22% |
| 3 Months |
|
|
+11.45% |
| YTD |
|
|
-17.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
1.460 |
| 1M High / 1M Low: |
1.770 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
1.710 |
| Low (YTD): |
1/10/2025 |
1.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.514 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |