Soc. Generale Call 12 CLN 21.03.2025
/ DE000SY64KX4
Soc. Generale Call 12 CLN 21.03.2.../ DE000SY64KX4 /
| 10/9/2024 9:49:32 PM |
Chg.+0.050 |
Bid9:23:27 AM |
Ask9:23:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+3.68% |
1.430
Bid Size: 6,000 |
1.460
Ask Size: 6,000 |
CLARIANT N |
12.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SY64KX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
CLARIANT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.99 |
| Break-even: |
14.21 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.10% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
5.75 |
| Rho: |
0.03 |
Quote data
| Open: |
1.320 |
| High: |
1.430 |
| Low: |
1.320 |
| Previous Close: |
1.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+3.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.590 |
1.360 |
| 1M High / 1M Low: |
1.620 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
