Soc. Generale Call 34 SDZ 21.03.2025
/ DE000SU9GNC0
Soc. Generale Call 34 SDZ 21.03.2.../ DE000SU9GNC0 /
| 12/11/2024 13:14:01 |
Chg.-0.010 |
Bid13:25:16 |
Ask13:25:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
0.750
Bid Size: 50,000 |
0.760
Ask Size: 50,000 |
SANDOZ GROUP N |
34.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SU9GNC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
16/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
0.70 |
| Time value: |
0.09 |
| Break-even: |
44.13 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.75 |
| Rho: |
0.10 |
Quote data
| Open: |
0.720 |
| High: |
0.750 |
| Low: |
0.720 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.63% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
+74.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.680 |
| 1M High / 1M Low: |
0.760 |
0.460 |
| 6M High / 6M Low: |
0.760 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.613 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.30% |
| Volatility 6M: |
|
141.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
