Soc. Generale Call 500 ALFA 21.03.../  DE000SJ7K3B0  /

EUWAX
2024-12-20  9:24:27 AM Chg.-0.003 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.041EUR -6.82% -
Bid Size: -
-
Ask Size: -
Alfa Laval AB 500.00 SEK 2025-03-21 Call
 

Master data

WKN: SJ7K3B
Issuer: Société Générale
Currency: EUR
Underlying: Alfa Laval AB
Type: Warrant
Option type: Call
Strike price: 500.00 SEK
Maturity: 2025-03-21
Issue date: 2024-12-19
Last trading day: 2025-03-21
Ratio: 20:1
Exercise type: European
Quanto: No
Gearing: 39.25
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.23
Parity: -0.17
Time value: 0.05
Break-even: 44.47
Moneyness: 0.92
Premium: 0.11
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 24.39%
Delta: 0.31
Theta: -0.01
Omega: 12.29
Rho: 0.03
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.044
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -