Soc. Generale Call 50 SDZ 21.03.2025
/ DE000SY6DWP2
Soc. Generale Call 50 SDZ 21.03.2.../ DE000SY6DWP2 /
| 11/12/2024 8:38:10 AM |
Chg.-0.013 |
Bid2:29:08 PM |
Ask2:29:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.039EUR |
-25.00% |
0.039
Bid Size: 125,000 |
0.049
Ask Size: 125,000 |
SANDOZ GROUP N |
50.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SY6DWP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SANDOZ GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
7/31/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
73.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
-1.01 |
| Time value: |
0.06 |
| Break-even: |
53.87 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
11.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.039 |
| Previous Close: |
0.052 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
+25.81% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.031 |
| 1M High / 1M Low: |
0.052 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
610.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
