Soc. Generale Call 30 SDZ 21.03.2025
/ DE000SU9GNA4
Soc. Generale Call 30 SDZ 21.03.2.../ DE000SU9GNA4 /
| 2024-11-12 9:16:52 AM |
Chg.-0.02 |
Bid12:03:55 PM |
Ask12:03:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-1.72% |
1.11
Bid Size: 45,000 |
1.12
Ask Size: 45,000 |
SANDOZ GROUP N |
30.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SU9GNA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 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: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.31 |
| Parity: |
1.12 |
| Time value: |
0.05 |
| Break-even: |
43.67 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.54 |
| Rho: |
0.11 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+25.27% |
| 3 Months |
|
|
+56.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.04 |
| 1M High / 1M Low: |
1.16 |
0.77 |
| 6M High / 6M Low: |
1.16 |
0.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.72% |
| Volatility 6M: |
|
101.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
