Soc. Generale Call 87 VOW3 21.02.2025
/ DE000SJ6QC75
Soc. Generale Call 87 VOW3 21.02..../ DE000SJ6QC75 /
| 24/01/2025 09:52:58 |
Chg.+0.170 |
Bid20:30:52 |
Ask20:30:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
+18.28% |
1.040
Bid Size: 6,000 |
1.070
Ask Size: 6,000 |
VOLKSWAGEN AG VZO O.... |
87.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
SJ6QC7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
87.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
02/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.22 |
| Parity: |
0.84 |
| Time value: |
0.14 |
| Break-even: |
96.80 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.81 |
| Theta: |
-0.06 |
| Omega: |
7.88 |
| Rho: |
0.05 |
Quote data
| Open: |
1.100 |
| High: |
1.100 |
| Low: |
1.100 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+129.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
+103.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.740 |
| 1M High / 1M Low: |
0.930 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
0.930 |
| Low (YTD): |
03/01/2025 |
0.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |