Soc. Generale Call 54 SDZ 21.03.2.../  DE000SJ18WU2  /

EUWAX
12/11/2024  08:39:55 Chg.-0.009 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
0.012EUR -42.86% -
Bid Size: -
-
Ask Size: -
SANDOZ GROUP N 54.00 CHF 21/03/2025 Call
 

Master data

WKN: SJ18WU
Issuer: Société Générale
Currency: EUR
Underlying: SANDOZ GROUP N
Type: Warrant
Option type: Call
Strike price: 54.00 CHF
Maturity: 21/03/2025
Issue date: 05/11/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 148.90
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.31
Parity: -1.44
Time value: 0.03
Break-even: 57.83
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 1.29
Spread abs.: 0.01
Spread %: 52.63%
Delta: 0.08
Theta: -0.01
Omega: 12.53
Rho: 0.01
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.021 0.004
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.012
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -