Soc. Generale Call 25 LDO 19.06.2025
/ DE000SJ6AJY6
Soc. Generale Call 25 LDO 19.06.2.../ DE000SJ6AJY6 /
| 1/24/2025 3:12:28 PM |
Chg.+0.010 |
Bid3:48:01 PM |
Ask3:48:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+1.79% |
0.560
Bid Size: 100,000 |
0.570
Ask Size: 100,000 |
LEONARDO |
25.00 EUR |
6/19/2025 |
Call |
Master data
| WKN: |
SJ6AJY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
6/19/2025 |
| Issue date: |
11/22/2024 |
| Last trading day: |
6/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
0.47 |
| Time value: |
0.11 |
| Break-even: |
30.80 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.17 |
| Rho: |
0.07 |
Quote data
| Open: |
0.570 |
| High: |
0.570 |
| Low: |
0.550 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
+90.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
+90.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.490 |
| 1M High / 1M Low: |
0.560 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.560 |
| Low (YTD): |
1/6/2025 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |