Soc. Generale Call 220 IBM 21.02.2025
/ DE000SJ7T0X1
Soc. Generale Call 220 IBM 21.02..../ DE000SJ7T0X1 /
| 24/01/2025 21:51:39 |
Chg.-0.040 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-3.54% |
1.090
Bid Size: 2,800 |
1.100
Ask Size: 2,800 |
International Busine... |
220.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
SJ7T0X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
27/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.46 |
| Time value: |
0.65 |
| Break-even: |
220.73 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
1.83% |
| Delta: |
0.61 |
| Theta: |
-0.16 |
| Omega: |
11.84 |
| Rho: |
0.09 |
Quote data
| Open: |
1.160 |
| High: |
1.170 |
| Low: |
1.070 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.22% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-3.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.050 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
1.190 |
| Low (YTD): |
13/01/2025 |
0.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.084 |
| 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: |
|
- |