Soc. Generale Call 54 SAX 20.06.2.../  DE000SJ6ALM7  /

EUWAX
1/10/2025  3:12:20 PM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -
-
Ask Size: -
STROEER SE + CO. KGA... 54.00 EUR 6/20/2025 Call
 

Master data

WKN: SJ6ALM
Issuer: Société Générale
Currency: EUR
Underlying: STROEER SE + CO. KGAA
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 6/20/2025
Issue date: 11/22/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.18
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.11
Implied volatility: 0.35
Historic volatility: 0.29
Parity: 0.11
Time value: 0.49
Break-even: 60.00
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.60
Theta: -0.02
Omega: 5.52
Rho: 0.12
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -57.69%
3 Months     -
YTD
  -15.38%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.260 0.110
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.130
Low (YTD): 1/10/2025 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.161
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -