Soc. Generale Call 80 0B2 21.03.2025
/ DE000SY0N541
Soc. Generale Call 80 0B2 21.03.2.../ DE000SY0N541 /
| 1/23/2025 9:52:35 AM |
Chg.+0.050 |
Bid10:34:45 AM |
Ask10:34:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+5.62% |
0.980
Bid Size: 4,000 |
1.020
Ask Size: 4,000 |
BAWAG GROUP AG |
80.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SY0N54 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BAWAG GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
0.77 |
| Time value: |
0.17 |
| Break-even: |
89.40 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
4.44% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
7.42 |
| Rho: |
0.09 |
Quote data
| Open: |
0.870 |
| High: |
0.940 |
| Low: |
0.870 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.25% |
| 1 Month |
|
|
+135.00% |
| 3 Months |
|
|
+452.94% |
| YTD |
|
|
+108.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.830 |
| 1M High / 1M Low: |
0.890 |
0.300 |
| 6M High / 6M Low: |
0.890 |
0.150 |
| High (YTD): |
1/22/2025 |
0.890 |
| Low (YTD): |
1/7/2025 |
0.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
160 |
| Avg. price 1M: |
|
0.578 |
| Avg. volume 1M: |
|
44.444 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
6.299 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.53% |
| Volatility 6M: |
|
193.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |