Soc. Generale Call 3.2 INR 21.03..../  DE000SJ2T063  /

EUWAX
2024-12-20  8:25:33 AM Chg.-0.060 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.530EUR -10.17% -
Bid Size: -
-
Ask Size: -
INTERN.CONS.AIRL.GR. 3.20 EUR 2025-03-21 Call
 

Master data

WKN: SJ2T06
Issuer: Société Générale
Currency: EUR
Underlying: INTERN.CONS.AIRL.GR.
Type: Warrant
Option type: Call
Strike price: 3.20 EUR
Maturity: 2025-03-21
Issue date: 2024-11-14
Last trading day: 2025-03-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 5.77
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.49
Implied volatility: 0.47
Historic volatility: 0.28
Parity: 0.49
Time value: 0.15
Break-even: 3.84
Moneyness: 1.15
Premium: 0.04
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 6.67%
Delta: 0.77
Theta: 0.00
Omega: 4.47
Rho: 0.01
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.92%
1 Month  
+178.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.470
1M High / 1M Low: 0.590 0.190
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.369
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   148.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -