Soc. Generale Call 40 SDZ 19.12.2025
/ DE000SW7UXH1
Soc. Generale Call 40 SDZ 19.12.2.../ DE000SW7UXH1 /
| 11/12/2024 9:14:51 AM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.31 |
| Parity: |
0.06 |
| Time value: |
0.44 |
| Break-even: |
47.62 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.62 |
| Theta: |
-0.01 |
| Omega: |
5.39 |
| Rho: |
0.24 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
+42.42% |
| 3 Months |
|
|
+42.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.410 |
| 1M High / 1M Low: |
0.500 |
0.270 |
| 6M High / 6M Low: |
0.500 |
0.200 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.440 |
| Avg. volume 1W: |
|
30,000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
7,142.857 |
| Avg. price 6M: |
|
0.300 |
| Avg. volume 6M: |
|
2,307.692 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.02% |
| Volatility 6M: |
|
107.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
