Soc. Generale Call 54 SAX 20.06.2.../  DE000SJ6ALM7  /

EUWAX
24/01/2025  18:15:15 Chg.+0.040 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.700EUR +6.06% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 54.00 EUR 20/06/2025 Call
 

Master data

WKN: SJ6ALM
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 20/06/2025
Issue date: 22/11/2024
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.88
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.27
Implied volatility: 0.39
Historic volatility: 0.29
Parity: 0.27
Time value: 0.45
Break-even: 61.20
Moneyness: 1.05
Premium: 0.08
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.64
Theta: -0.02
Omega: 5.06
Rho: 0.12
 

Quote data

Open: 0.690
High: 0.710
Low: 0.670
Previous Close: 0.660
Turnover: 1,932
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+400.00%
3 Months     -
YTD  
+438.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.540
1M High / 1M Low: 0.700 0.110
6M High / 6M Low: - -
High (YTD): 24/01/2025 0.700
Low (YTD): 10/01/2025 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.610
Avg. volume 1W:   560
Avg. price 1M:   0.379
Avg. volume 1M:   147.368
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,911.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -