Soc. Generale Call 700 AVS 21.03..../  DE000SJ79EU2  /

EUWAX
1/23/2025  9:34:02 AM Chg.-0.050 Bid5:32:34 PM Ask5:32:34 PM Underlying Strike price Expiration date Option type
0.320EUR -13.51% 0.320
Bid Size: 9,400
0.340
Ask Size: 9,400
ASM INTL N.V. E... 700.00 EUR 3/21/2025 Call
 

Master data

WKN: SJ79EU
Issuer: Société Générale
Currency: EUR
Underlying: ASM INTL N.V. EO-,04
Type: Warrant
Option type: Call
Strike price: 700.00 EUR
Maturity: 3/21/2025
Issue date: 1/9/2025
Last trading day: 3/21/2025
Ratio: 50:1
Exercise type: European
Quanto: -
Gearing: 29.22
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.41
Parity: -1.44
Time value: 0.43
Break-even: 721.50
Moneyness: 0.90
Premium: 0.15
Premium p.a.: 1.43
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.32
Theta: -0.37
Omega: 9.27
Rho: 0.28
 

Quote data

Open: 0.320
High: 0.320
Low: 0.320
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.95%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.370
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
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:   -