Soc. Generale Call 1500 MELI 21.03.2025
/ DE000SW2YBE7
Soc. Generale Call 1500 MELI 21.0.../ DE000SW2YBE7 /
| 1/23/2025 10:17:57 AM |
Chg.-0.24 |
Bid7:40:31 PM |
Ask7:40:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
-6.90% |
3.40
Bid Size: 45,000 |
3.48
Ask Size: 45,000 |
MercadoLibre Inc |
1,500.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW2YBE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,500.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/31/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.36 |
| Parity: |
3.06 |
| Time value: |
0.36 |
| Break-even: |
1,783.21 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.08 |
| Spread %: |
2.40% |
| Delta: |
0.85 |
| Theta: |
-0.81 |
| Omega: |
4.36 |
| Rho: |
1.80 |
Quote data
| Open: |
3.19 |
| High: |
3.24 |
| Low: |
3.19 |
| Previous Close: |
3.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.43% |
| 1 Month |
|
|
+10.20% |
| 3 Months |
|
|
-44.62% |
| YTD |
|
|
+22.73% |
| 1 Year |
|
|
-31.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.59 |
3.48 |
| 1M High / 1M Low: |
3.66 |
2.64 |
| 6M High / 6M Low: |
6.43 |
2.33 |
| High (YTD): |
1/6/2025 |
3.66 |
| Low (YTD): |
1/2/2025 |
2.65 |
| 52W High: |
9/13/2024 |
6.43 |
| 52W Low: |
4/25/2024 |
1.82 |
| Avg. price 1W: |
|
3.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.00 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
132.69% |
| Volatility 6M: |
|
143.83% |
| Volatility 1Y: |
|
124.98% |
| Volatility 3Y: |
|
- |