Soc. Generale Call 70 NDA 21.03.2025
/ DE000SW8GKC6
Soc. Generale Call 70 NDA 21.03.2.../ DE000SW8GKC6 /
| 11/14/2024 2:05:14 PM |
Chg.+0.05 |
Bid2:15:30 PM |
Ask2:15:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+3.97% |
1.33
Bid Size: 8,000 |
1.35
Ask Size: 8,000 |
AURUBIS AG |
70.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SW8GKC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.36 |
| Parity: |
0.72 |
| Time value: |
0.54 |
| Break-even: |
82.60 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.61% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
4.31 |
| Rho: |
0.14 |
Quote data
| Open: |
1.25 |
| High: |
1.31 |
| Low: |
1.23 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.12% |
| 1 Month |
|
|
+211.90% |
| 3 Months |
|
|
+129.82% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.68 |
1.19 |
| 1M High / 1M Low: |
1.68 |
0.37 |
| 6M High / 6M Low: |
1.78 |
0.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.10% |
| Volatility 6M: |
|
173.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
