Soc. Generale Call 8 WBA 20.06.20.../  DE000SY77P92  /

Frankfurt Zert./SG
1/24/2025  12:12:21 PM Chg.-0.050 Bid12:25:38 PM Ask- Underlying Strike price Expiration date Option type
3.820EUR -1.29% 3.800
Bid Size: 3,000
-
Ask Size: -
Walgreens Boots Alli... 8.00 USD 6/20/2025 Call
 

Master data

WKN: SY77P9
Issuer: Société Générale
Currency: EUR
Underlying: Walgreens Boots Alliance Inc
Type: Warrant
Option type: Call
Strike price: 8.00 USD
Maturity: 6/20/2025
Issue date: 9/3/2024
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 3.91
Intrinsic value: 3.59
Implied volatility: 0.56
Historic volatility: 0.57
Parity: 3.59
Time value: 0.30
Break-even: 11.57
Moneyness: 1.47
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: 0.00
Omega: 2.61
Rho: 0.03
 

Quote data

Open: 3.820
High: 3.830
Low: 3.810
Previous Close: 3.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.95%
1 Month  
+71.30%
3 Months  
+68.28%
YTD  
+57.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 5.090 3.220
1M High / 1M Low: 5.090 2.110
6M High / 6M Low: - -
High (YTD): 1/17/2025 5.090
Low (YTD): 1/9/2025 2.110
52W High: - -
52W Low: - -
Avg. price 1W:   3.892
Avg. volume 1W:   0.000
Avg. price 1M:   3.313
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   367.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -