Soc. Generale Call 70 NDA 21.03.2025
/ DE000SW8GKC6
Soc. Generale Call 70 NDA 21.03.2.../ DE000SW8GKC6 /
| 2024-07-31 6:09:12 PM |
Chg.+0.11 |
Bid7:43:15 AM |
Ask7:43:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+11.70% |
1.04
Bid Size: 2,900 |
1.06
Ask Size: 2,900 |
AURUBIS AG |
70.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SW8GKC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.07 |
| Time value: |
0.89 |
| Break-even: |
79.60 |
| Moneyness: |
1.01 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.60 |
| Theta: |
-0.02 |
| Omega: |
4.44 |
| Rho: |
0.21 |
Quote data
| Open: |
0.96 |
| High: |
1.08 |
| Low: |
0.96 |
| Previous Close: |
0.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.94% |
| 1 Month |
|
|
-29.05% |
| 3 Months |
|
|
-25.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.94 |
| 1M High / 1M Low: |
1.64 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
