Soc. Generale Call 960 AEX 21.02..../  DE000SJ79FQ7  /

EUWAX
1/22/2025  9:28:28 AM Chg.-0.036 Bid7:46:17 AM Ask7:46:17 AM Underlying Strike price Expiration date Option type
0.066EUR -35.29% 0.043
Bid Size: 10,000
0.061
Ask Size: 10,000
- 960.00 EUR 2/21/2025 Call
 

Master data

WKN: SJ79FQ
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 960.00 EUR
Maturity: 2/21/2025
Issue date: 1/9/2025
Last trading day: 2/21/2025
Ratio: 20:1
Exercise type: European
Quanto: -
Gearing: 586.31
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.12
Parity: -2.27
Time value: 0.08
Break-even: 961.56
Moneyness: 0.95
Premium: 0.05
Premium p.a.: 0.84
Spread abs.: 0.01
Spread %: 9.86%
Delta: 0.10
Theta: -0.10
Omega: 59.71
Rho: 0.08
 

Quote data

Open: 0.066
High: 0.066
Low: 0.066
Previous Close: 0.102
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+112.90%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.102 0.031
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
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:   -