Soc. Generale Call 4.5 RR/ 21.03.2025
/ DE000SW980G3
Soc. Generale Call 4.5 RR/ 21.03..../ DE000SW980G3 /
| 2024-06-28 9:46:40 PM |
Chg.+0.030 |
Bid2024-06-28 |
Ask2024-06-28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+3.57% |
0.870
Bid Size: 3,500 |
0.910
Ask Size: 3,500 |
Rolls-Royce Holdings... |
4.50 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
SW980G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.50 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.42 |
| Parity: |
0.09 |
| Time value: |
0.81 |
| Break-even: |
6.21 |
| Moneyness: |
1.02 |
| Premium: |
0.15 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.62 |
| Theta: |
0.00 |
| Omega: |
3.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.850 |
| High: |
0.910 |
| Low: |
0.850 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.35% |
| 1 Month |
|
|
+4.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.840 |
| 1M High / 1M Low: |
1.090 |
0.830 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
