Soc. Generale Call 93 VOW3 17.01..../  DE000SJ1PPJ3  /

EUWAX
1/10/2025  3:30:40 PM Chg.+0.039 Bid3:54:13 PM Ask3:54:13 PM Underlying Strike price Expiration date Option type
0.085EUR +84.78% 0.078
Bid Size: 45,000
0.088
Ask Size: 45,000
VOLKSWAGEN AG VZO O.... 93.00 EUR 1/17/2025 Call
 

Master data

WKN: SJ1PPJ
Issuer: Société Générale
Currency: EUR
Underlying: VOLKSWAGEN AG VZO O.N.
Type: Warrant
Option type: Call
Strike price: 93.00 EUR
Maturity: 1/17/2025
Issue date: 10/24/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 172.50
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.23
Parity: -0.33
Time value: 0.05
Break-even: 93.52
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 7.80
Spread abs.: 0.01
Spread %: 23.81%
Delta: 0.22
Theta: -0.09
Omega: 38.77
Rho: 0.00
 

Quote data

Open: 0.042
High: 0.100
Low: 0.030
Previous Close: 0.046
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+150.00%
1 Month  
+77.08%
3 Months     -
YTD  
+19.72%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.057 0.028
1M High / 1M Low: 0.090 0.028
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.090
Low (YTD): 1/6/2025 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.042
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   534.04%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -