Soc. Generale Call 25 LDO 20.03.2025
/ DE000SJ6AJW0
Soc. Generale Call 25 LDO 20.03.2.../ DE000SJ6AJW0 /
| 1/23/2025 9:37:29 PM |
Chg.+0.010 |
Bid9:37:53 PM |
Ask9:37:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+2.08% |
-
Bid Size: - |
-
Ask Size: - |
LEONARDO |
25.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
SJ6AJW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
11/22/2024 |
| Last trading day: |
3/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.31 |
| Parity: |
0.43 |
| Time value: |
0.07 |
| Break-even: |
30.00 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.85 |
| Rho: |
0.03 |
Quote data
| Open: |
0.480 |
| High: |
0.500 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+122.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
+113.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.420 |
| 1M High / 1M Low: |
0.490 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.490 |
| Low (YTD): |
1/6/2025 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
300 |
| Avg. price 1M: |
|
0.325 |
| Avg. volume 1M: |
|
83.333 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |