Soc. Generale Call 340 VRSK 21.03.2025
/ DE000SJ20S21
Soc. Generale Call 340 VRSK 21.03.../ DE000SJ20S21 /
2024-12-23 12:12:40 PM |
Chg.-0.057 |
Bid12:53:37 PM |
Ask12:53:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.073EUR |
-43.85% |
0.068 Bid Size: 10,000 |
0.220 Ask Size: 10,000 |
Verisk Analytics Inc |
340.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SJ20S2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Verisk Analytics Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
340.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-11-18 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
156.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.18 |
Parity: |
-6.05 |
Time value: |
0.17 |
Break-even: |
327.58 |
Moneyness: |
0.81 |
Premium: |
0.23 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.04 |
Spread %: |
30.77% |
Delta: |
0.10 |
Theta: |
-0.04 |
Omega: |
15.40 |
Rho: |
0.06 |
Quote data
Open: |
0.050 |
High: |
0.077 |
Low: |
0.050 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.61% |
1 Month |
|
|
-66.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.064 |
1M High / 1M Low: |
0.290 |
0.064 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.095 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.161 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
407.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |