Soc. Generale Call 32 ML 19.12.20.../  DE000SJ6BVB7  /

Frankfurt Zert./SG
1/24/2025  9:44:02 PM Chg.+0.010 Bid9:56:11 PM Ask9:56:11 PM Underlying Strike price Expiration date Option type
0.380EUR +2.70% 0.390
Bid Size: 9,000
0.400
Ask Size: 9,000
Cie Generale des Eta... 32.00 EUR 12/19/2025 Call
 

Master data

WKN: SJ6BVB
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 12/19/2025
Issue date: 11/25/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.43
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.17
Implied volatility: 0.21
Historic volatility: 0.20
Parity: 0.17
Time value: 0.23
Break-even: 36.00
Moneyness: 1.05
Premium: 0.07
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 2.56%
Delta: 0.69
Theta: -0.01
Omega: 5.80
Rho: 0.17
 

Quote data

Open: 0.360
High: 0.390
Low: 0.360
Previous Close: 0.370
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.15%
1 Month  
+31.03%
3 Months     -
YTD  
+35.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.380 0.350
1M High / 1M Low: 0.380 0.230
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.380
Low (YTD): 1/13/2025 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -