Soc. Generale Call 30 LDO 20.03.2025
/ DE000SJ2T1A2
Soc. Generale Call 30 LDO 20.03.2.../ DE000SJ2T1A2 /
| 1/24/2025 8:28:55 AM |
Chg.+0.020 |
Bid11:56:54 AM |
Ask11:56:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
+14.29% |
0.140
Bid Size: 175,000 |
0.150
Ask Size: 175,000 |
LEONARDO |
30.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
SJ2T1A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
LEONARDO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
17.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.31 |
| Parity: |
-0.03 |
| Time value: |
0.17 |
| Break-even: |
31.70 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
9.00 |
| Rho: |
0.02 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+290.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
+344.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.110 |
| 1M High / 1M Low: |
0.140 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.140 |
| Low (YTD): |
1/3/2025 |
0.036 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |