Soc. Generale Call 750 MUV2 17.12.../  DE000SY2GM03  /

EUWAX
1/24/2025  9:35:41 AM Chg.0.000 Bid10:05:02 PM Ask10:05:02 PM Underlying Strike price Expiration date Option type
0.230EUR 0.00% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 750.00 EUR 12/17/2027 Call
 

Master data

WKN: SY2GM0
Issuer: Société Générale
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 750.00 EUR
Maturity: 12/17/2027
Issue date: 7/1/2024
Last trading day: 12/16/2027
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 21.78
Leverage: Yes

Calculated values

Fair value: 0.23
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -2.27
Time value: 0.24
Break-even: 774.00
Moneyness: 0.70
Premium: 0.48
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.26
Theta: -0.04
Omega: 5.66
Rho: 3.24
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.00%
1 Month  
+21.05%
3 Months  
+64.29%
YTD  
+35.29%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.230 0.160
6M High / 6M Low: 0.250 0.120
High (YTD): 1/24/2025 0.230
Low (YTD): 1/2/2025 0.160
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.194
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.96%
Volatility 6M:   120.86%
Volatility 1Y:   -
Volatility 3Y:   -