Soc. Generale Call 89 VOW3 17.01.2025
/ DE000SJ1PPE4
Soc. Generale Call 89 VOW3 17.01..../ DE000SJ1PPE4 /
| 1/10/2025 8:42:21 AM |
Chg.+0.050 |
Bid4:07:37 PM |
Ask4:07:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+33.33% |
0.260
Bid Size: 45,000 |
0.270
Ask Size: 45,000 |
VOLKSWAGEN AG VZO O.... |
89.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
SJ1PPE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
89.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/24/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
42.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.14 |
| Break-even: |
91.10 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
5.00% |
| Delta: |
0.58 |
| Theta: |
-0.12 |
| Omega: |
24.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+66.67% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
-16.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.120 |
| 1M High / 1M Low: |
0.290 |
0.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/6/2025 |
0.270 |
| Low (YTD): |
1/3/2025 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
22,222.200 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
11,728.389 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
621.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |