Soc. Generale Call 34 ML 19.12.20.../  DE000SJ6AY02  /

EUWAX
1/24/2025  9:29:45 AM Chg.+0.020 Bid10:05:02 PM Ask10:05:02 PM Underlying Strike price Expiration date Option type
0.260EUR +8.33% -
Bid Size: -
-
Ask Size: -
Cie Generale des Eta... 34.00 EUR 12/19/2025 Call
 

Master data

WKN: SJ6AY0
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 12/19/2025
Issue date: 11/22/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.38
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -0.06
Time value: 0.27
Break-even: 36.70
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.55
Theta: -0.01
Omega: 6.86
Rho: 0.14
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.240
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+36.84%
3 Months     -
YTD  
+36.84%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.240 0.220
1M High / 1M Low: 0.240 0.150
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.240
Low (YTD): 1/13/2025 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.234
Avg. volume 1W:   0.000
Avg. price 1M:   0.197
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -