Soc. Generale Call 40 SDZ 19.12.2025
/ DE000SW7UXH1
Soc. Generale Call 40 SDZ 19.12.2.../ DE000SW7UXH1 /
| 10/8/2024 9:43:19 PM |
Chg.+0.010 |
Bid10/8/2024 |
Ask10/8/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.230
Bid Size: 10,000 |
0.260
Ask Size: 10,000 |
SANDOZ GROUP N |
40.00 CHF |
12/19/2025 |
Call |
Master data
| WKN: |
SW7UXH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
12/19/2025 |
| Issue date: |
3/18/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.32 |
| Parity: |
-0.46 |
| Time value: |
0.24 |
| Break-even: |
45.06 |
| Moneyness: |
0.89 |
| Premium: |
0.18 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.42 |
| Theta: |
-0.01 |
| Omega: |
6.65 |
| Rho: |
0.16 |
Quote data
| Open: |
0.220 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.78% |
| 1 Month |
|
|
-25.81% |
| 3 Months |
|
|
-8.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.180 |
| 1M High / 1M Low: |
0.310 |
0.180 |
| 6M High / 6M Low: |
0.410 |
0.099 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.29% |
| Volatility 6M: |
|
117.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
