Soc. Generale Call 45 SDZ 19.12.2025
/ DE000SW9LCC1
Soc. Generale Call 45 SDZ 19.12.2.../ DE000SW9LCC1 /
| 11/11/2024 09:38:27 |
Chg.+0.030 |
Bid17:30:06 |
Ask17:30:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+9.09% |
0.350
Bid Size: 10,000 |
0.380
Ask Size: 10,000 |
SANDOZ GROUP N |
45.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
SW9LCC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.31 |
| Parity: |
-0.51 |
| Time value: |
0.34 |
| Break-even: |
51.35 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.44 |
| Theta: |
-0.01 |
| Omega: |
5.59 |
| Rho: |
0.17 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+38.46% |
| 3 Months |
|
|
+63.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.310 |
| 1M High / 1M Low: |
0.330 |
0.210 |
| 6M High / 6M Low: |
0.330 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.211 |
| Avg. volume 6M: |
|
15.504 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.77% |
| Volatility 6M: |
|
103.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
