Soc. Generale Call 32 ML 21.03.20.../  DE000SJ7JTD8  /

EUWAX
1/9/2025  9:49:18 AM Chg.-0.040 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.100EUR -28.57% -
Bid Size: -
-
Ask Size: -
Cie Generale des Eta... 32.00 EUR 3/21/2025 Call
 

Master data

WKN: SJ7JTD
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 3/21/2025
Issue date: 12/19/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.52
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.05
Time value: 0.14
Break-even: 33.40
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.49
Theta: -0.01
Omega: 11.13
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.140
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -37.50%
1 Month     -
3 Months     -
YTD
  -37.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/3/2025 0.170
Low (YTD): 1/6/2025 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -