Soc. Generale Call 44 SDZ 21.03.2025
/ DE000SY132C8
Soc. Generale Call 44 SDZ 21.03.2.../ DE000SY132C8 /
| 11/11/2024 08:56:54 |
Chg.0.000 |
Bid17:10:06 |
Ask17:10:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.160
Bid Size: 100,000 |
0.170
Ask Size: 100,000 |
SANDOZ GROUP N |
44.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SY132C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
21/06/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
-0.41 |
| Time value: |
0.17 |
| Break-even: |
48.58 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
9.08 |
| Rho: |
0.05 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.130 |
| 1M High / 1M Low: |
0.160 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.142 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
