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: |
|
- |