Soc. Generale Call 34 SDZ 21.03.2025
/ DE000SU9GNC0
Soc. Generale Call 34 SDZ 21.03.2.../ DE000SU9GNC0 /
09/10/2024 09:23:27 |
Chg.+0.030 |
Bid11:03:51 |
Ask11:03:51 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+7.50% |
0.460 Bid Size: 60,000 |
0.470 Ask Size: 60,000 |
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: |
9.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.16 |
Implied volatility: |
0.29 |
Historic volatility: |
0.32 |
Parity: |
0.16 |
Time value: |
0.24 |
Break-even: |
40.11 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
0.65 |
Theta: |
-0.01 |
Omega: |
6.17 |
Rho: |
0.09 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.400 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.26% |
1 Month |
|
|
-8.51% |
3 Months |
|
|
+34.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.400 |
0.320 |
1M High / 1M Low: |
0.470 |
0.320 |
6M High / 6M Low: |
0.610 |
0.052 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.372 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.392 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.339 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
144.66% |
Volatility 6M: |
|
163.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |