Soc. Generale Call 26 LDO 18.09.2025
/ DE000SJ654U2
Soc. Generale Call 26 LDO 18.09.2.../ DE000SJ654U2 /
| 1/24/2025 10:01:38 AM |
Chg.-0.020 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.530
Bid Size: 100,000 |
0.540
Ask Size: 100,000 |
LEONARDO |
26.00 EUR |
9/18/2025 |
Call |
Master data
| WKN: |
SJ654U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
9/18/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
9/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.31 |
| Parity: |
0.37 |
| Time value: |
0.20 |
| Break-even: |
31.70 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
3.90 |
| Rho: |
0.11 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.530 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.42% |
| 1 Month |
|
|
+82.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
+76.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.550 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.550 |
| Low (YTD): |
1/6/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |