Soc. Generale Call 7810 CAC 40 20.06.2025
/ DE000SY15N08
Soc. Generale Call 7810 CAC 40 20.../ DE000SY15N08 /
| 24/01/2025 09:19:49 |
Chg.+0.29 |
Bid19:19:41 |
Ask19:19:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
+22.14% |
1.54
Bid Size: 100,000 |
1.55
Ask Size: 100,000 |
- |
7,810.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
SY15N0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,810.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
24/06/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
200:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
26.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.13 |
| Parity: |
0.41 |
| Time value: |
1.10 |
| Break-even: |
8,112.00 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.67% |
| Delta: |
0.64 |
| Theta: |
-1.03 |
| Omega: |
16.75 |
| Rho: |
19.16 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.91% |
| 1 Month |
|
|
+310.26% |
| 3 Months |
|
|
+60.00% |
| YTD |
|
|
+290.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
0.92 |
| 1M High / 1M Low: |
1.31 |
0.37 |
| 6M High / 6M Low: |
1.69 |
0.32 |
| High (YTD): |
23/01/2025 |
1.31 |
| Low (YTD): |
06/01/2025 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.16% |
| Volatility 6M: |
|
199.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |