Soc. Generale Call 185 EA 19.12.2025
/ DE000SU50ZM2
Soc. Generale Call 185 EA 19.12.2.../ DE000SU50ZM2 /
| 2024-07-26 4:02:50 PM |
Chg.+0.030 |
Bid4:58:39 PM |
Ask4:58:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+5.66% |
0.560
Bid Size: 100,000 |
0.580
Ask Size: 100,000 |
Electronic Arts Inc |
185.00 USD |
2025-12-19 |
Call |
Master data
| WKN: |
SU50ZM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
185.00 USD |
| Maturity: |
2025-12-19 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.17 |
| Parity: |
-3.98 |
| Time value: |
0.54 |
| Break-even: |
175.88 |
| Moneyness: |
0.77 |
| Premium: |
0.35 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
6.55 |
| Rho: |
0.42 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.520 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+19.15% |
| 3 Months |
|
|
+51.35% |
| YTD |
|
|
-6.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.480 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
0.800 |
0.280 |
| High (YTD): |
2024-02-15 |
0.800 |
| Low (YTD): |
2024-05-14 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.76% |
| Volatility 6M: |
|
129.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
