Soc. Generale Call 8.5 WBA 21.03.2025
/ DE000SY77P50
Soc. Generale Call 8.5 WBA 21.03..../ DE000SY77P50 /
| 1/24/2025 8:25:54 AM |
Chg.+0.09 |
Bid11:44:53 AM |
Ask11:44:53 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+2.99% |
3.10
Bid Size: 3,000 |
-
Ask Size: - |
Walgreens Boots Alli... |
8.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SY77P5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
8.50 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.11 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.57 |
| Parity: |
3.11 |
| Time value: |
0.05 |
| Break-even: |
11.32 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
3.50 |
| Rho: |
0.01 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
3.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.74% |
| 1 Month |
|
|
+69.40% |
| 3 Months |
|
|
+83.43% |
| YTD |
|
|
+70.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
2.68 |
| 1M High / 1M Low: |
4.29 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
4.29 |
| Low (YTD): |
1/10/2025 |
1.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
501.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |