Soc. Generale Call 24 BATS 21.03.2025
/ DE000SW98YX7
Soc. Generale Call 24 BATS 21.03..../ DE000SW98YX7 /
| 1/10/2025 1:23:44 PM |
Chg.+0.020 |
Bid1:31:33 PM |
Ask1:31:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+2.86% |
0.710
Bid Size: 50,000 |
0.720
Ask Size: 50,000 |
British American Tob... |
24.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SW98YX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
0.69 |
| Time value: |
0.04 |
| Break-even: |
35.98 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.680 |
| High: |
0.730 |
| Low: |
0.680 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
+71.43% |
| YTD |
|
|
+14.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.670 |
| 1M High / 1M Low: |
0.720 |
0.600 |
| 6M High / 6M Low: |
0.720 |
0.220 |
| High (YTD): |
1/9/2025 |
0.700 |
| Low (YTD): |
1/2/2025 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.653 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.21% |
| Volatility 6M: |
|
116.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |