Soc. Generale Call 30 BATS 21.03.2025
/ DE000SW98Y07
Soc. Generale Call 30 BATS 21.03..../ DE000SW98Y07 /
| 1/9/2025 9:37:46 AM |
Chg.- |
Bid9:10:43 AM |
Ask9:10:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.140
Bid Size: 90,000 |
0.150
Ask Size: 90,000 |
British American Tob... |
30.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SW98Y0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 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: |
25.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.04 |
| Time value: |
0.14 |
| Break-even: |
37.35 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
12.72 |
| Rho: |
0.03 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
+39.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.120 |
| 1M High / 1M Low: |
0.140 |
0.088 |
| 6M High / 6M Low: |
0.160 |
0.020 |
| High (YTD): |
1/9/2025 |
0.130 |
| Low (YTD): |
1/2/2025 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
4,000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
1,111.111 |
| Avg. price 6M: |
|
0.084 |
| Avg. volume 6M: |
|
158.730 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.21% |
| Volatility 6M: |
|
243.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |