Soc. Generale Call 3800 GIVN 21.03.2025
/ DE000SJ20LF2
Soc. Generale Call 3800 GIVN 21.0.../ DE000SJ20LF2 /
| 24/01/2025 14:33:15 |
Chg.-0.600 |
Bid15:27:47 |
Ask15:27:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-26.32% |
1.720
Bid Size: 10,000 |
1.760
Ask Size: 10,000 |
GIVAUDAN N |
3,800.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SJ20LF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
GIVAUDAN N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3,800.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
18/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
1.42 |
| Time value: |
1.37 |
| Break-even: |
4,299.75 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.47 |
| Spread %: |
20.26% |
| Delta: |
0.65 |
| Theta: |
-1.78 |
| Omega: |
9.75 |
| Rho: |
3.75 |
Quote data
| Open: |
2.200 |
| High: |
2.200 |
| Low: |
1.580 |
| Previous Close: |
2.280 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.66% |
| 1 Month |
|
|
-37.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.260 |
| 1M High / 1M Low: |
2.800 |
1.760 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
21/01/2025 |
2.640 |
| Low (YTD): |
14/01/2025 |
1.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.231 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |