Soc. Generale Call 26 BATS 21.03.2025
/ DE000SW98YY5
Soc. Generale Call 26 BATS 21.03..../ DE000SW98YY5 /
| 1/10/2025 4:28:57 PM |
Chg.+0.010 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
0.480
Bid Size: 50,000 |
0.490
Ask Size: 50,000 |
British American Tob... |
26.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SW98YY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
0.05 |
| Break-even: |
36.07 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
6.24 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.500 |
| Low: |
0.460 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.450 |
| 1M High / 1M Low: |
0.490 |
0.380 |
| 6M High / 6M Low: |
0.490 |
0.110 |
| High (YTD): |
1/9/2025 |
0.470 |
| Low (YTD): |
1/2/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.314 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.42% |
| Volatility 6M: |
|
170.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |