Soc. Generale Call 28 BATS 21.03.2025
/ DE000SW98YZ2
Soc. Generale Call 28 BATS 21.03..../ DE000SW98YZ2 /
| 1/24/2025 9:46:27 PM |
Chg.+0.010 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.270
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
British American Tob... |
28.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SW98YZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 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: |
11.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.25 |
| Time value: |
0.05 |
| Break-even: |
36.30 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
3.45% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
9.83 |
| Rho: |
0.04 |
Quote data
| Open: |
0.260 |
| High: |
0.320 |
| Low: |
0.260 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
+28.57% |
| 3 Months |
|
|
+241.77% |
| YTD |
|
|
+17.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.270 |
0.190 |
| 6M High / 6M Low: |
0.300 |
0.074 |
| High (YTD): |
1/24/2025 |
0.270 |
| Low (YTD): |
1/15/2025 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.240 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.240 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.187 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.26% |
| Volatility 6M: |
|
186.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |