Soc. Generale Call 120 AMAT 21.03.2025
/ DE000SW3PJ59
Soc. Generale Call 120 AMAT 21.03.../ DE000SW3PJ59 /
| 6/3/2024 4:34:08 PM |
Chg.-0.010 |
Bid5:35:56 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.180EUR |
-0.11% |
8.980
Bid Size: 50,000 |
-
Ask Size: - |
Applied Materials In... |
120.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW3PJ5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/19/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.10 |
| Intrinsic value: |
8.76 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.30 |
| Parity: |
8.76 |
| Time value: |
0.58 |
| Break-even: |
203.97 |
| Moneyness: |
1.79 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.00 |
| Rho: |
0.75 |
Quote data
| Open: |
9.280 |
| High: |
9.460 |
| Low: |
9.180 |
| Previous Close: |
9.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.99% |
| 1 Month |
|
|
+7.62% |
| 3 Months |
|
|
+0.55% |
| YTD |
|
|
+80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.870 |
9.190 |
| 1M High / 1M Low: |
9.870 |
8.530 |
| 6M High / 6M Low: |
9.870 |
3.930 |
| High (YTD): |
5/27/2024 |
9.870 |
| Low (YTD): |
1/5/2024 |
4.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.644 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.61% |
| Volatility 6M: |
|
79.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
