Soc. Generale Call 32 SDZ 20.06.2025
/ DE000SW983T0
Soc. Generale Call 32 SDZ 20.06.2.../ DE000SW983T0 /
| 11/11/2024 21:39:47 |
Chg.+0.050 |
Bid11/11/2024 |
Ask11/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+5.38% |
-
Bid Size: - |
-
Ask Size: - |
SANDOZ GROUP N |
32.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
SW983T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.31 |
| Parity: |
0.87 |
| Time value: |
0.10 |
| Break-even: |
43.80 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.18 |
Quote data
| Open: |
0.930 |
| High: |
1.040 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.52% |
| 1 Month |
|
|
+28.95% |
| 3 Months |
|
|
+60.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.890 |
| 1M High / 1M Low: |
0.980 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.816 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
