Soc. Generale Call 6000 GIVN 19.0.../  DE000SY9DZ61  /

EUWAX
1/23/2025  9:52:38 AM Chg.- Bid9:24:05 AM Ask9:24:05 AM Underlying Strike price Expiration date Option type
0.001EUR - 0.001
Bid Size: 225,000
0.020
Ask Size: 225,000
GIVAUDAN N 6,000.00 CHF 9/19/2025 Call
 

Master data

WKN: SY9DZ6
Issuer: Société Générale
Currency: EUR
Underlying: GIVAUDAN N
Type: Warrant
Option type: Call
Strike price: 6,000.00 CHF
Maturity: 9/19/2025
Issue date: 9/6/2024
Last trading day: 9/18/2025
Ratio: 1000:1
Exercise type: American
Quanto: No
Gearing: 208.60
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.21
Parity: -2.19
Time value: 0.02
Break-even: 6,377.12
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.91
Spread abs.: 0.02
Spread %: 1,900.00%
Delta: 0.05
Theta: -0.24
Omega: 11.08
Rho: 1.32
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -83.33%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.001
Low (YTD): 1/23/2025 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -