Soc. Generale Call 54 SAX 21.03.2.../  DE000SJ20M27  /

EUWAX
1/24/2025  6:18:52 PM Chg.+0.050 Bid10:05:02 PM Ask10:05:02 PM Underlying Strike price Expiration date Option type
0.530EUR +10.42% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 54.00 EUR 3/21/2025 Call
 

Master data

WKN: SJ20M2
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 3/21/2025
Issue date: 11/18/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.50
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.27
Implied volatility: 0.44
Historic volatility: 0.29
Parity: 0.27
Time value: 0.27
Break-even: 59.40
Moneyness: 1.05
Premium: 0.05
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 1.89%
Delta: 0.65
Theta: -0.03
Omega: 6.86
Rho: 0.05
 

Quote data

Open: 0.500
High: 0.540
Low: 0.500
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.50%
1 Month  
+846.43%
3 Months     -
YTD  
+1077.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.380
1M High / 1M Low: 0.530 0.028
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.530
Low (YTD): 1/6/2025 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.444
Avg. volume 1W:   0.000
Avg. price 1M:   0.253
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,722.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -