Soc. Generale Call 35 SDZ 19.12.2025
/ DE000SW7UXG3
Soc. Generale Call 35 SDZ 19.12.2.../ DE000SW7UXG3 /
| 2024-11-11 9:47:23 PM |
Chg.+0.040 |
Bid2024-11-11 |
Ask2024-11-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+4.94% |
0.850
Bid Size: 6,000 |
0.910
Ask Size: 6,000 |
SANDOZ GROUP N |
35.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
SW7UXG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-03-18 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.55 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.31 |
| Parity: |
0.55 |
| Time value: |
0.29 |
| Break-even: |
45.69 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.99 |
| Rho: |
0.28 |
Quote data
| Open: |
0.800 |
| High: |
0.890 |
| Low: |
0.800 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.66% |
| 1 Month |
|
|
+28.79% |
| 3 Months |
|
|
+57.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.780 |
| 1M High / 1M Low: |
0.820 |
0.580 |
| 6M High / 6M Low: |
0.820 |
0.280 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.798 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.702 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.490 |
| Avg. volume 6M: |
|
415.385 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.97% |
| Volatility 6M: |
|
96.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
