Soc. Generale Call 860 AEX 21.03.2025
/ DE000SJ13ZY8
Soc. Generale Call 860 AEX 21.03..../ DE000SJ13ZY8 /
| 1/22/2025 9:45:42 AM |
Chg.-0.15 |
Bid7:42:59 AM |
Ask7:42:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
-4.59% |
2.84
Bid Size: 1,100 |
2.86
Ask Size: 1,100 |
- |
860.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SJ13ZY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/1/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
14.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.12 |
| Parity: |
2.73 |
| Time value: |
0.40 |
| Break-even: |
922.60 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.86 |
| Theta: |
-0.16 |
| Omega: |
12.58 |
| Rho: |
1.15 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
3.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.81% |
| 1 Month |
|
|
+90.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
+76.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.27 |
2.52 |
| 1M High / 1M Low: |
3.27 |
1.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
3.27 |
| Low (YTD): |
1/2/2025 |
1.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |