Soc. Generale Call 40 SDZ 21.03.2025
/ DE000SW9LCA5
Soc. Generale Call 40 SDZ 21.03.2.../ DE000SW9LCA5 /
| 11/12/2024 9:29:40 AM |
Chg.-0.040 |
Bid11:02:20 AM |
Ask11:02:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-11.11% |
0.310
Bid Size: 80,000 |
0.320
Ask Size: 80,000 |
SANDOZ GROUP N |
40.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SW9LCA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
0.06 |
| Time value: |
0.29 |
| Break-even: |
46.12 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
7.26 |
| Rho: |
0.08 |
Quote data
| Open: |
0.320 |
| High: |
0.320 |
| Low: |
0.320 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+77.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.290 |
| 1M High / 1M Low: |
0.360 |
0.170 |
| 6M High / 6M Low: |
0.360 |
0.079 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.254 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.31% |
| Volatility 6M: |
|
187.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
