Soc. Generale Call 340 ROK 21.03.2025
/ DE000SJ09563
Soc. Generale Call 340 ROK 21.03..../ DE000SJ09563 /
| 13/11/2024 21:39:47 |
Chg.+0.130 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+33.33% |
0.520
Bid Size: 5,800 |
0.560
Ask Size: 5,800 |
Rockwell Automation ... |
340.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SJ0956 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rockwell Automation Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
16/10/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-5.85 |
| Time value: |
0.43 |
| Break-even: |
324.55 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.04 |
| Spread %: |
10.26% |
| Delta: |
0.18 |
| Theta: |
-0.05 |
| Omega: |
10.77 |
| Rho: |
0.15 |
Quote data
| Open: |
0.300 |
| High: |
0.520 |
| Low: |
0.300 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.290 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
