Soc. Generale Call 50 SDZ 21.03.2025
/ DE000SY6DWP2
Soc. Generale Call 50 SDZ 21.03.2.../ DE000SY6DWP2 /
| 11/11/2024 1:45:53 PM |
Chg.+0.007 |
Bid7:00:23 PM |
Ask7:00:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+15.56% |
0.046
Bid Size: 10,000 |
0.062
Ask Size: 10,000 |
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: |
79.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
-1.05 |
| Time value: |
0.05 |
| Break-even: |
53.82 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
11.59 |
| Rho: |
0.02 |
Quote data
| Open: |
0.039 |
| High: |
0.052 |
| Low: |
0.039 |
| Previous Close: |
0.045 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.93% |
| 1 Month |
|
|
+67.74% |
| 3 Months |
|
|
+205.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.031 |
| 1M High / 1M Low: |
0.050 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.030 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
614.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
