Soc. Generale Call 48 SAX 21.03.2.../  DE000SJ20M01  /

EUWAX
1/10/2025  3:19:10 PM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.170EUR -5.56% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 48.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 11/18/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.56
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.21
Parity: -0.20
Time value: 0.18
Break-even: 49.80
Moneyness: 0.96
Premium: 0.08
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.42
Theta: -0.02
Omega: 10.75
Rho: 0.03
 

Quote data

Open: 0.180
High: 0.180
Low: 0.170
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.25%
1 Month
  -57.50%
3 Months     -
YTD
  -15.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.180 0.150
1M High / 1M Low: 0.400 0.150
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.190
Low (YTD): 1/6/2025 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.168
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   125.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -