Soc. Generale Call 6 PIRC 20.03.2.../  DE000SJ66UA7  /

EUWAX
2024-12-27  8:54:32 AM Chg.-0.003 Bid7:33:32 PM Ask7:33:32 PM Underlying Strike price Expiration date Option type
0.064EUR -4.48% 0.068
Bid Size: 10,000
0.079
Ask Size: 10,000
PIRELLI & C 6.00 EUR 2025-03-20 Call
 

Master data

WKN: SJ66UA
Issuer: Société Générale
Currency: EUR
Underlying: PIRELLI & C
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 2025-03-20
Issue date: 2024-12-12
Last trading day: 2025-03-20
Ratio: 2:1
Exercise type: European
Quanto: -
Gearing: 35.91
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -0.27
Time value: 0.08
Break-even: 6.15
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 15.15%
Delta: 0.31
Theta: 0.00
Omega: 11.06
Rho: 0.00
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.92%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.061
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
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:   -