Soc. Generale Call 90 RCF 21.03.2.../  DE000SJ7EUP1  /

EUWAX
1/23/2025  8:21:50 AM Chg.-0.060 Bid1:37:39 PM Ask1:37:39 PM Underlying Strike price Expiration date Option type
0.620EUR -8.82% 0.600
Bid Size: 15,000
0.610
Ask Size: 15,000
TELEPERFORMANCE INH.... 90.00 EUR 3/21/2025 Call
 

Master data

WKN: SJ7EUP
Issuer: Société Générale
Currency: EUR
Underlying: TELEPERFORMANCE INH.EO2,5
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 3/21/2025
Issue date: 12/17/2024
Last trading day: 3/21/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 13.55
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.56
Historic volatility: 0.48
Parity: -0.33
Time value: 0.64
Break-even: 96.40
Moneyness: 0.96
Premium: 0.11
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.48
Theta: -0.07
Omega: 6.57
Rho: 0.06
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.33%
1 Month  
+1.64%
3 Months     -
YTD  
+10.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.690 0.550
1M High / 1M Low: 0.690 0.520
6M High / 6M Low: - -
High (YTD): 1/21/2025 0.690
Low (YTD): 1/14/2025 0.520
52W High: - -
52W Low: - -
Avg. price 1W:   0.636
Avg. volume 1W:   0.000
Avg. price 1M:   0.599
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -