Soc. Generale Call 30 SDZ 20.06.2025
/ DE000SU9GNF3
Soc. Generale Call 30 SDZ 20.06.2.../ DE000SU9GNF3 /
| 10/9/2024 9:15:18 AM |
Chg.+0.070 |
Bid9:38:07 AM |
Ask9:38:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
0.790
Bid Size: 50,000 |
0.800
Ask Size: 50,000 |
SANDOZ GROUP N |
30.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
SU9GNF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
2/16/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.32 |
| Parity: |
0.58 |
| Time value: |
0.15 |
| Break-even: |
39.16 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
4.35 |
| Rho: |
0.17 |
Quote data
| Open: |
0.690 |
| High: |
0.760 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.81% |
| 1 Month |
|
|
-1.30% |
| 3 Months |
|
|
+28.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.590 |
| 1M High / 1M Low: |
0.770 |
0.590 |
| 6M High / 6M Low: |
0.970 |
0.160 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.600 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.24% |
| Volatility 6M: |
|
116.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
