Soc. Generale Call 3.5 BP/ 21.03.2025
/ DE000SJ10MD6
Soc. Generale Call 3.5 BP/ 21.03..../ DE000SJ10MD6 /
| 1/23/2025 9:41:48 PM |
Chg.+0.020 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+2.41% |
0.850
Bid Size: 3,600 |
0.960
Ask Size: 3,600 |
BP PLC $0.25 |
3.50 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SJ10MD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
10/31/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.86 |
| Time value: |
0.04 |
| Break-even: |
5.04 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
5.17 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.930 |
| Low: |
0.840 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.27% |
| 1 Month |
|
|
+84.78% |
| 3 Months |
|
|
- |
| YTD |
|
|
+63.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.830 |
| 1M High / 1M Low: |
0.980 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
0.980 |
| Low (YTD): |
1/2/2025 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.815 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |