Soc. Generale Call 90 RCF 20.06.2.../  DE000SJ7WY88  /

EUWAX
1/22/2025  9:56:50 AM Chg.+0.010 Bid7:57:06 AM Ask7:57:06 AM Underlying Strike price Expiration date Option type
0.990EUR +1.02% 0.920
Bid Size: 3,300
0.970
Ask Size: 3,300
TELEPERFORMANCE INH.... 90.00 EUR 6/20/2025 Call
 

Master data

WKN: SJ7WY8
Issuer: Société Générale
Currency: EUR
Underlying: TELEPERFORMANCE INH.EO2,5
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 6/20/2025
Issue date: 12/30/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 8.93
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.48
Parity: -0.25
Time value: 0.98
Break-even: 99.80
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.38
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.54
Theta: -0.04
Omega: 4.80
Rho: 0.15
 

Quote data

Open: 0.990
High: 0.990
Low: 0.990
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.32%
1 Month     -
3 Months     -
YTD  
+15.12%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.990 0.790
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.990
Low (YTD): 1/16/2025 0.790
52W High: - -
52W Low: - -
Avg. price 1W:   0.930
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:   -