Soc. Generale Call 40 G1A 21.03.2025
/ DE000SW8GNA4
Soc. Generale Call 40 G1A 21.03.2.../ DE000SW8GNA4 /
| 2024-12-23 9:47:22 PM |
Chg.0.000 |
Bid9:50:17 PM |
Ask9:50:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
0.00% |
0.850
Bid Size: 3,600 |
0.890
Ask Size: 3,600 |
GEA GROUP AG |
40.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SW8GNA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.18 |
| Parity: |
0.82 |
| Time value: |
0.14 |
| Break-even: |
49.60 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.17 |
| Rho: |
0.07 |
Quote data
| Open: |
0.830 |
| High: |
0.860 |
| Low: |
0.830 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.30% |
| 1 Month |
|
|
+16.44% |
| 3 Months |
|
|
+54.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.820 |
| 1M High / 1M Low: |
0.970 |
0.700 |
| 6M High / 6M Low: |
0.970 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.560 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.76% |
| Volatility 6M: |
|
105.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
