Soc. Generale Call 75 LRCX 21.03.2025
/ DE000SY68JS7
Soc. Generale Call 75 LRCX 21.03..../ DE000SY68JS7 /
| 1/23/2025 8:44:43 AM |
Chg.+0.09 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.59EUR |
+0.95% |
-
Bid Size: - |
-
Ask Size: - |
Lam Research Corpora... |
75.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SY68JS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Lam Research Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/14/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.04 |
| Intrinsic value: |
7.93 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.41 |
| Parity: |
7.93 |
| Time value: |
2.65 |
| Break-even: |
82.64 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
0.28% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
5.70 |
| Rho: |
0.08 |
Quote data
| Open: |
9.59 |
| High: |
9.59 |
| Low: |
9.59 |
| Previous Close: |
9.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.19% |
| 1 Month |
|
|
+85.49% |
| 3 Months |
|
|
+28.21% |
| YTD |
|
|
+84.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.50 |
6.56 |
| 1M High / 1M Low: |
9.50 |
5.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
9.50 |
| Low (YTD): |
1/3/2025 |
5.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |