Soc. Generale Call 46 SAX 21.03.2025
/ DE000SJ20MZ8
Soc. Generale Call 46 SAX 21.03.2.../ DE000SJ20MZ8 /
| 1/24/2025 9:46:10 PM |
Chg.+0.050 |
Bid1/24/2025 |
Ask1/24/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
+4.55% |
1.150
Bid Size: 2,700 |
1.180
Ask Size: 2,700 |
STROEER SE + CO. KGA... |
46.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SJ20MZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.29 |
| Parity: |
1.07 |
| Time value: |
0.11 |
| Break-even: |
57.80 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
4.16 |
| Rho: |
0.06 |
Quote data
| Open: |
1.120 |
| High: |
1.150 |
| Low: |
1.090 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.16% |
| 1 Month |
|
|
+270.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
+283.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.150 |
0.960 |
| 1M High / 1M Low: |
1.150 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
1.150 |
| Low (YTD): |
1/6/2025 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,004.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |