Soc. Generale Call 34 ML 19.12.20.../  DE000SJ6AY02  /

EUWAX
10/01/2025  09:20:17 Chg.+0.010 Bid16:34:21 Ask16:34:21 Underlying Strike price Expiration date Option type
0.160EUR +6.67% 0.150
Bid Size: 150,000
0.160
Ask Size: 150,000
Cie Generale des Eta... 34.00 EUR 19/12/2025 Call
 

Master data

WKN: SJ6AY0
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 19/12/2025
Issue date: 22/11/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.40
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.30
Time value: 0.16
Break-even: 35.60
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.41
Theta: 0.00
Omega: 7.93
Rho: 0.10
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.150
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -30.43%
3 Months     -
YTD
  -15.79%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.200 0.150
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: - -
High (YTD): 03/01/2025 0.200
Low (YTD): 09/01/2025 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   75.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -