Soc. Generale Call 650 AMP 18.12..../  DE000SJ9ZFW9  /

EUWAX
1/23/2025  9:20:12 AM Chg.-0.16 Bid3:12:38 PM Ask3:12:38 PM Underlying Strike price Expiration date Option type
5.97EUR -2.61% 6.07
Bid Size: 750
6.45
Ask Size: 750
Ameriprise Financial... 650.00 USD 12/18/2026 Call
 

Master data

WKN: SJ9ZFW
Issuer: Société Générale
Currency: EUR
Underlying: Ameriprise Financial Inc
Type: Warrant
Option type: Call
Strike price: 650.00 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: 8.66
Leverage: Yes

Calculated values

Fair value: 3.99
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -8.50
Time value: 6.23
Break-even: 686.83
Moneyness: 0.86
Premium: 0.27
Premium p.a.: 0.14
Spread abs.: 0.12
Spread %: 1.96%
Delta: 0.48
Theta: -0.07
Omega: 4.15
Rho: 3.73
 

Quote data

Open: 5.97
High: 5.97
Low: 5.97
Previous Close: 6.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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Volatility 3Y:   -