Soc. Generale Call 45 SDZ 20.06.2025
/ DE000SW9LCB3
Soc. Generale Call 45 SDZ 20.06.2.../ DE000SW9LCB3 /
| 11/11/2024 9:49:14 PM |
Chg.+0.020 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+11.11% |
0.200
Bid Size: 10,000 |
0.230
Ask Size: 10,000 |
SANDOZ GROUP N |
45.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
4/26/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.31 |
| Parity: |
-0.51 |
| Time value: |
0.20 |
| Break-even: |
49.95 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
7.81 |
| Rho: |
0.08 |
Quote data
| Open: |
0.180 |
| High: |
0.210 |
| Low: |
0.180 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.26% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.170 |
| 1M High / 1M Low: |
0.190 |
0.098 |
| 6M High / 6M Low: |
0.190 |
0.052 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.80% |
| Volatility 6M: |
|
190.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
