Soc. Generale Call 950 AEX 21.02..../  DE000SJ72DC7  /

EUWAX
1/22/2025  9:02:00 AM Chg.-0.043 Bid7:49:24 AM Ask7:49:24 AM Underlying Strike price Expiration date Option type
0.115EUR -27.22% 0.081
Bid Size: 10,000
0.098
Ask Size: 10,000
- 950.00 EUR 2/21/2025 Call
 

Master data

WKN: SJ72DC
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 950.00 EUR
Maturity: 2/21/2025
Issue date: 1/6/2025
Last trading day: 2/21/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 341.28
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -1.77
Time value: 0.13
Break-even: 952.68
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 0.64
Spread abs.: 0.01
Spread %: 5.51%
Delta: 0.16
Theta: -0.14
Omega: 54.72
Rho: 0.12
 

Quote data

Open: 0.115
High: 0.115
Low: 0.115
Previous Close: 0.158
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+82.54%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.158 0.063
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.117
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:   -