Soc. Generale Call 85 NDA 21.03.2025
/ DE000SY7YL80
Soc. Generale Call 85 NDA 21.03.2.../ DE000SY7YL80 /
| 1/24/2025 9:38:59 PM |
Chg.-0.010 |
Bid9:56:38 PM |
Ask9:56:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-9.09% |
0.110
Bid Size: 10,000 |
0.120
Ask Size: 10,000 |
AURUBIS AG |
85.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SY7YL8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.37 |
| Parity: |
-1.11 |
| Time value: |
0.12 |
| Break-even: |
86.20 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
12.67 |
| Rho: |
0.02 |
Quote data
| Open: |
0.120 |
| High: |
0.130 |
| Low: |
0.100 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
-67.74% |
| 3 Months |
|
|
-52.38% |
| YTD |
|
|
-61.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.100 |
| 1M High / 1M Low: |
0.260 |
0.083 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.210 |
| Low (YTD): |
1/10/2025 |
0.083 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |