Soc. Generale Call 48 SAX 21.03.2025
/ DE000SJ20M01
Soc. Generale Call 48 SAX 21.03.2.../ DE000SJ20M01 /
| 24/01/2025 21:50:48 |
Chg.+0.040 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+4.30% |
0.980
Bid Size: 3,100 |
1.010
Ask Size: 3,100 |
STROEER SE + CO. KGA... |
48.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
SJ20M0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
STROEER SE + CO. KGAA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
18/11/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
0.87 |
| Time value: |
0.13 |
| Break-even: |
58.00 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
4.72 |
| Rho: |
0.06 |
Quote data
| Open: |
0.930 |
| High: |
0.990 |
| Low: |
0.930 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.29% |
| 1 Month |
|
|
+340.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
+385.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.800 |
| 1M High / 1M Low: |
0.980 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
13/01/2025 |
0.980 |
| Low (YTD): |
06/01/2025 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,344.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |