Soc. Generale Call 7810 CAC 40 20.../  DE000SY15N08  /

EUWAX
1/23/2025  9:18:54 AM Chg.+0.16 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.31EUR +13.91% -
Bid Size: -
-
Ask Size: -
- 7,810.00 EUR 6/20/2025 Call
 

Master data

WKN: SY15N0
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,810.00 EUR
Maturity: 6/20/2025
Issue date: 6/24/2024
Last trading day: 6/20/2025
Ratio: 200:1
Exercise type: European
Quanto: -
Gearing: 31.10
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 0.14
Implied volatility: 0.10
Historic volatility: 0.13
Parity: 0.14
Time value: 1.12
Break-even: 8,062.00
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.80%
Delta: 0.61
Theta: -0.96
Omega: 18.89
Rho: 18.28
 

Quote data

Open: 1.31
High: 1.31
Low: 1.31
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+42.39%
1 Month  
+235.90%
3 Months  
+31.00%
YTD  
+219.51%
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): 1/23/2025 1.31
Low (YTD): 1/6/2025 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:   -