Soc. Generale Call 45 SDZ 20.06.2025
/ DE000SW9LCB3
Soc. Generale Call 45 SDZ 20.06.2.../ DE000SW9LCB3 /
| 09/10/2024 13:21:47 |
Chg.+0.022 |
Bid14:18:29 |
Ask14:18:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.099EUR |
+28.57% |
0.099
Bid Size: 125,000 |
0.110
Ask Size: 125,000 |
SANDOZ GROUP N |
45.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
SW9LCB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
26/04/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.32 |
| Parity: |
-1.01 |
| Time value: |
0.09 |
| Break-even: |
48.70 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
8.62 |
| Rho: |
0.05 |
Quote data
| Open: |
0.075 |
| High: |
0.099 |
| Low: |
0.075 |
| Previous Close: |
0.077 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.68% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
+32.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.077 |
0.057 |
| 1M High / 1M Low: |
0.120 |
0.057 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.084 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
