Soc. Generale Call 0.7 VOD 21.03.2025
/ DE000SW98007
Soc. Generale Call 0.7 VOD 21.03..../ DE000SW98007 /
| 08/11/2024 10:06:26 |
Chg.-0.120 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Vodafone Group PLC O... |
0.70 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
SW9800 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.70 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:10 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
0.15 |
| Time value: |
0.71 |
| Break-even: |
0.93 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.20 |
| Spread %: |
30.30% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
5.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-32.58% |
| 3 Months |
|
|
-38.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.600 |
| 1M High / 1M Low: |
0.960 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.796 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
