Soc. Generale Call 42000 Nikkei 2.../  DE000SJ29520  /

Frankfurt Zert./SG
1/23/2025  1:22:42 PM Chg.-0.020 Bid2:10:09 PM Ask2:10:09 PM Underlying Strike price Expiration date Option type
0.350EUR -5.41% 0.340
Bid Size: 80,000
0.370
Ask Size: 80,000
- 42,000.00 JPY 3/14/2025 Call
 

Master data

WKN: SJ2952
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 42,000.00 JPY
Maturity: 3/14/2025
Issue date: 11/25/2024
Last trading day: 3/13/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 1,654,162.48
Leverage: Yes

Calculated values

Fair value: 645,123.37
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 41.09
Parity: -38,300.20
Time value: 0.39
Break-even: 6,834,239.52
Moneyness: 0.94
Premium: 0.06
Premium p.a.: 0.52
Spread abs.: 0.03
Spread %: 8.33%
Delta: 0.00
Theta: -0.69
Omega: 272.45
Rho: 1.46
 

Quote data

Open: 0.360
High: 0.360
Low: 0.350
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+66.67%
1 Month
  -28.57%
3 Months     -
YTD
  -36.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.370 0.210
1M High / 1M Low: 0.600 0.210
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.500
Low (YTD): 1/16/2025 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.382
Avg. volume 1M:   166.667
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   221.56%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -