Soc. Generale Call 28 SDZ 21.03.2025
/ DE000SU9GM95
Soc. Generale Call 28 SDZ 21.03.2.../ DE000SU9GM95 /
| 2024-11-12 9:43:46 PM |
Chg.-0.090 |
Bid2024-11-12 |
Ask2024-11-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.240EUR |
-6.77% |
1.240
Bid Size: 4,000 |
1.320
Ask Size: 4,000 |
SANDOZ GROUP N |
28.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SU9GM9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
1.33 |
| Time value: |
0.04 |
| Break-even: |
43.54 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.99 |
| Theta: |
0.00 |
| Omega: |
3.12 |
| Rho: |
0.10 |
Quote data
| Open: |
1.290 |
| High: |
1.330 |
| Low: |
1.230 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.36% |
| 1 Month |
|
|
+13.76% |
| 3 Months |
|
|
+44.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.240 |
| 1M High / 1M Low: |
1.330 |
0.960 |
| 6M High / 6M Low: |
1.330 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.276 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.55% |
| Volatility 6M: |
|
92.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
