Soc. Generale Call 70 BSN 19.12.2.../  DE000SJ6BY76  /

EUWAX
1/24/2025  9:51:22 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.190EUR -5.00% -
Bid Size: -
-
Ask Size: -
DANONE S.A. EO -,25 70.00 EUR 12/19/2025 Call
 

Master data

WKN: SJ6BY7
Issuer: Société Générale
Currency: EUR
Underlying: DANONE S.A. EO -,25
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 12/19/2025
Issue date: 11/25/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 32.47
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.13
Parity: -0.51
Time value: 0.20
Break-even: 72.00
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.37
Theta: -0.01
Omega: 12.08
Rho: 0.20
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month  
+5.56%
3 Months     -
YTD
  -9.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.220 0.170
6M High / 6M Low: - -
High (YTD): 1/21/2025 0.220
Low (YTD): 1/16/2025 0.170
52W High: - -
52W Low: - -
Avg. price 1W:   0.208
Avg. volume 1W:   0.000
Avg. price 1M:   0.198
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -