Soc. Generale Call 500 AVS 21.03.2025
/ DE000SJ6J7E9
Soc. Generale Call 500 AVS 21.03..../ DE000SJ6J7E9 /
| 1/23/2025 9:50:48 AM |
Chg.-0.34 |
Bid5:33:08 PM |
Ask5:33:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-12.59% |
2.37
Bid Size: 2,000 |
2.44
Ask Size: 2,000 |
ASM INTL N.V. E... |
500.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SJ6J7E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ASM INTL N.V. EO-,04 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/28/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
50:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.41 |
| Parity: |
2.56 |
| Time value: |
0.22 |
| Break-even: |
639.00 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
3.35% |
| Delta: |
0.88 |
| Theta: |
-0.27 |
| Omega: |
3.99 |
| Rho: |
0.65 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.92% |
| 1 Month |
|
|
+31.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
+35.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.70 |
2.54 |
| 1M High / 1M Low: |
2.70 |
1.66 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.70 |
| Low (YTD): |
1/2/2025 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |