Soc. Generale Call 3800 GIVN 21.03.2025
/ DE000SJ20LF2
Soc. Generale Call 3800 GIVN 21.0.../ DE000SJ20LF2 /
| 1/9/2025 9:43:24 AM |
Chg.+0.13 |
Bid5:08:02 PM |
Ask5:08:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+6.22% |
-
Bid Size: - |
-
Ask Size: - |
GIVAUDAN N |
3,800.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.02 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.74 |
| Time value: |
1.36 |
| Break-even: |
4,251.48 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
2.44% |
| Delta: |
0.61 |
| Theta: |
-1.26 |
| Omega: |
12.04 |
| Rho: |
4.51 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.90% |
| 1 Month |
|
|
-16.54% |
| 3 Months |
|
|
- |
| YTD |
|
|
-21.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.70 |
2.09 |
| 1M High / 1M Low: |
3.72 |
2.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
2.70 |
| Low (YTD): |
1/8/2025 |
2.09 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |