Soc. Generale Call 520 AMP 18.12..../  DE000SJ9ZFN8  /

EUWAX
1/23/2025  9:20:08 AM Chg.-0.22 Bid3:20:37 PM Ask3:20:37 PM Underlying Strike price Expiration date Option type
11.86EUR -1.82% 12.01
Bid Size: 750
12.56
Ask Size: 750
Ameriprise Financial... 520.00 USD 12/18/2026 Call
 

Master data

WKN: SJ9ZFN
Issuer: Société Générale
Currency: EUR
Underlying: Ameriprise Financial Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 12/18/2026
Issue date: 1/22/2025
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 9.50
Intrinsic value: 3.99
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 3.99
Time value: 8.24
Break-even: 621.92
Moneyness: 1.08
Premium: 0.15
Premium p.a.: 0.08
Spread abs.: 0.18
Spread %: 1.49%
Delta: 0.70
Theta: -0.08
Omega: 3.08
Rho: 4.83
 

Quote data

Open: 11.86
High: 11.86
Low: 11.86
Previous Close: 12.08
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -