Soc. Generale Call 182 ARM 17.01..../  DE000SJ7J3N8  /

EUWAX
2024-12-23  8:34:16 AM Chg.-0.013 Bid4:26:26 PM Ask4:26:26 PM Underlying Strike price Expiration date Option type
0.064EUR -16.88% 0.034
Bid Size: 125,000
0.044
Ask Size: 125,000
ARM Holdings PLC 182.00 USD 2025-01-17 Call
 

Master data

WKN: SJ7J3N
Issuer: Société Générale
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Call
Strike price: 182.00 USD
Maturity: 2025-01-17
Issue date: 2024-12-19
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.66
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.78
Historic volatility: 0.83
Parity: -4.78
Time value: 0.08
Break-even: 175.20
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 15.15%
Delta: 0.07
Theta: -0.07
Omega: 11.96
Rho: 0.01
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.077
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -