Soc. Generale Call 36 SDZ 19.09.2025
/ DE000SY64MG5
Soc. Generale Call 36 SDZ 19.09.2.../ DE000SY64MG5 /
| 12/11/2024 08:14:34 |
Chg.-0.070 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-9.33% |
-
Bid Size: - |
-
Ask Size: - |
SANDOZ GROUP N |
36.00 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
SY64MG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.31 |
| Parity: |
0.48 |
| Time value: |
0.26 |
| Break-even: |
45.76 |
| Moneyness: |
1.13 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.77 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.22 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.49% |
| 1 Month |
|
|
+21.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.650 |
| 1M High / 1M Low: |
0.750 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
