Soc. Generale Call 70 NDA 21.03.2025
/ DE000SW8GKC6
Soc. Generale Call 70 NDA 21.03.2.../ DE000SW8GKC6 /
| 13/11/2024 21:41:51 |
Chg.+0.040 |
Bid13/11/2024 |
Ask13/11/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+3.31% |
1.250
Bid Size: 2,400 |
1.280
Ask Size: 2,400 |
AURUBIS AG |
70.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
SW8GKC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
03/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.36 |
| Parity: |
0.60 |
| Time value: |
0.60 |
| Break-even: |
82.00 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.68 |
| Theta: |
-0.03 |
| Omega: |
4.31 |
| Rho: |
0.14 |
Quote data
| Open: |
1.170 |
| High: |
1.300 |
| Low: |
1.170 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.81% |
| 1 Month |
|
|
+184.09% |
| 3 Months |
|
|
+119.30% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.210 |
| 1M High / 1M Low: |
1.660 |
0.360 |
| 6M High / 6M Low: |
1.770 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.991 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.26% |
| Volatility 6M: |
|
181.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
