Soc. Generale Call 26 SDZ 21.03.2025
/ DE000SW7CS42
Soc. Generale Call 26 SDZ 21.03.2.../ DE000SW7CS42 /
| 11/12/2024 9:37:01 AM |
Chg.-0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
-3.77% |
-
Bid Size: - |
-
Ask Size: - |
SANDOZ GROUP N |
26.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SW7CS4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
3/7/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.55 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.31 |
| Parity: |
1.55 |
| Time value: |
0.03 |
| Break-even: |
43.50 |
| Moneyness: |
1.56 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
2.71 |
| Rho: |
0.10 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.38% |
| 1 Month |
|
|
+16.79% |
| 3 Months |
|
|
+41.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.59 |
1.47 |
| 1M High / 1M Low: |
1.59 |
1.14 |
| 6M High / 6M Low: |
1.59 |
0.67 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
15.38 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.01% |
| Volatility 6M: |
|
75.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
