Soc. Generale Call 144 MMM 21.02..../  DE000SJ7Z895  /

Frankfurt Zert./SG
1/23/2025  9:48:25 PM Chg.-0.030 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.710EUR -4.05% 0.730
Bid Size: 4,200
0.740
Ask Size: 4,200
3M Company 144.00 USD 2/21/2025 Call
 

Master data

WKN: SJ7Z89
Issuer: Société Générale
Currency: EUR
Underlying: 3M Company
Type: Warrant
Option type: Call
Strike price: 144.00 USD
Maturity: 2/21/2025
Issue date: 1/3/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.47
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.49
Implied volatility: 0.24
Historic volatility: 0.30
Parity: 0.49
Time value: 0.21
Break-even: 145.36
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.72
Theta: -0.06
Omega: 14.70
Rho: 0.08
 

Quote data

Open: 0.620
High: 0.760
Low: 0.610
Previous Close: 0.740
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+86.84%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.740 0.380
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -