Soc. Generale Call 30 SDZ 20.06.2025
/ DE000SU9GNF3
Soc. Generale Call 30 SDZ 20.06.2.../ DE000SU9GNF3 /
| 12/11/2024 21:44:20 |
Chg.-0.080 |
Bid12/11/2024 |
Ask12/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.080EUR |
-6.90% |
1.080
Bid Size: 4,000 |
1.150
Ask Size: 4,000 |
SANDOZ GROUP N |
30.00 CHF |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.31 |
| Parity: |
1.12 |
| Time value: |
0.08 |
| Break-even: |
43.97 |
| Moneyness: |
1.35 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
0.95 |
| Theta: |
0.00 |
| Omega: |
3.42 |
| Rho: |
0.18 |
Quote data
| Open: |
1.120 |
| High: |
1.160 |
| Low: |
1.070 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.82% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
1.070 |
| 1M High / 1M Low: |
1.160 |
0.810 |
| 6M High / 6M Low: |
1.160 |
0.440 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.712 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.29% |
| Volatility 6M: |
|
97.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
