Soc. Generale Call 40 CRIN 20.03.2025
/ DE000SW9DHF0
Soc. Generale Call 40 CRIN 20.03..../ DE000SW9DHF0 /
| 1/24/2025 8:36:55 AM |
Chg.+0.110 |
Bid9:27:04 AM |
Ask9:27:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+33.33% |
0.480
Bid Size: 70,000 |
0.490
Ask Size: 70,000 |
UNICREDIT |
40.00 EUR |
3/20/2025 |
Call |
Master data
| WKN: |
SW9DHF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
3/20/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.25 |
| Time value: |
0.12 |
| Break-even: |
43.60 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
8.47 |
| Rho: |
0.04 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+266.67% |
| 3 Months |
|
|
+46.67% |
| YTD |
|
|
+214.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.330 |
| 1M High / 1M Low: |
0.400 |
0.130 |
| 6M High / 6M Low: |
0.480 |
0.092 |
| High (YTD): |
1/21/2025 |
0.400 |
| Low (YTD): |
1/3/2025 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.225 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.98% |
| Volatility 6M: |
|
233.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |