Soc. Generale Call 30 SDZ 21.03.2025
/ DE000SU9GNA4
Soc. Generale Call 30 SDZ 21.03.2.../ DE000SU9GNA4 /
10/18/2024 11:55:45 AM |
Chg.-0.020 |
Bid11:57:32 AM |
Ask11:57:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-2.53% |
0.770 Bid Size: 50,000 |
0.780 Ask Size: 50,000 |
SANDOZ GROUP N |
30.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
Issue date: |
2/16/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.72 |
Implied volatility: |
0.34 |
Historic volatility: |
0.33 |
Parity: |
0.72 |
Time value: |
0.11 |
Break-even: |
40.28 |
Moneyness: |
1.23 |
Premium: |
0.03 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.22% |
Delta: |
0.87 |
Theta: |
-0.01 |
Omega: |
4.09 |
Rho: |
0.11 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.770 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-14.44% |
1 Month |
|
|
+24.19% |
3 Months |
|
|
+30.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.790 |
1M High / 1M Low: |
0.910 |
0.550 |
6M High / 6M Low: |
0.940 |
0.250 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.698 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.595 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
120.23% |
Volatility 6M: |
|
120.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |