Soc. Generale Call 9.5 WBA 21.03.2025
/ DE000SY77P68
Soc. Generale Call 9.5 WBA 21.03..../ DE000SY77P68 /
| 1/23/2025 9:45:15 PM |
Chg.+0.130 |
Bid8:00:09 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.270EUR |
+6.07% |
2.240
Bid Size: 3,000 |
-
Ask Size: - |
Walgreens Boots Alli... |
9.50 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SY77P6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Walgreens Boots Alliance Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
9.50 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: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
2.04 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.57 |
| Parity: |
2.04 |
| Time value: |
0.17 |
| Break-even: |
11.34 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
4.45 |
| Rho: |
0.01 |
Quote data
| Open: |
2.150 |
| High: |
2.270 |
| Low: |
2.140 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.51% |
| 1 Month |
|
|
+90.76% |
| 3 Months |
|
|
+83.06% |
| YTD |
|
|
+74.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.520 |
1.890 |
| 1M High / 1M Low: |
3.520 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
3.520 |
| Low (YTD): |
1/9/2025 |
1.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.380 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.971 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
580.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |