Soc. Generale Call 6 EZJ 21.03.2025
/ DE000SW98Y64
Soc. Generale Call 6 EZJ 21.03.20.../ DE000SW98Y64 /
9/13/2024 9:42:32 AM |
Chg.+0.030 |
Bid11:09:28 AM |
Ask11:09:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+17.65% |
0.210 Bid Size: 40,000 |
0.230 Ask Size: 40,000 |
Easyjet PLC ORD 27 2... |
6.00 GBP |
3/21/2025 |
Call |
Master data
WKN: |
SW98Y6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Easyjet PLC ORD 27 2/7P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.20 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.36 |
Historic volatility: |
0.35 |
Parity: |
-1.36 |
Time value: |
0.22 |
Break-even: |
7.33 |
Moneyness: |
0.81 |
Premium: |
0.27 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.02 |
Spread %: |
10.00% |
Delta: |
0.27 |
Theta: |
0.00 |
Omega: |
7.09 |
Rho: |
0.01 |
Quote data
Open: |
0.200 |
High: |
0.200 |
Low: |
0.200 |
Previous Close: |
0.170 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
-16.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.160 |
1M High / 1M Low: |
0.200 |
0.083 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.178 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
240.32% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |