Soc. Generale Call 24 INTC 21.02..../  DE000SJ6SDW5  /

EUWAX
1/24/2025  8:28:46 AM Chg.-0.018 Bid10:24:12 AM Ask10:24:12 AM Underlying Strike price Expiration date Option type
0.068EUR -20.93% 0.069
Bid Size: 30,000
0.079
Ask Size: 30,000
Intel Corporation 24.00 USD 2/21/2025 Call
 

Master data

WKN: SJ6SDW
Issuer: Société Générale
Currency: EUR
Underlying: Intel Corporation
Type: Warrant
Option type: Call
Strike price: 24.00 USD
Maturity: 2/21/2025
Issue date: 12/3/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 26.21
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.49
Parity: -0.23
Time value: 0.08
Break-even: 23.83
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 5.24
Spread abs.: 0.01
Spread %: 14.49%
Delta: 0.33
Theta: -0.03
Omega: 8.65
Rho: 0.00
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.086
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+119.35%
1 Month     0.00%
3 Months     -
YTD  
+3.03%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.097 0.031
1M High / 1M Low: 0.097 0.028
6M High / 6M Low: - -
High (YTD): 1/21/2025 0.097
Low (YTD): 1/15/2025 0.028
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.058
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   734.40%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -