Soc. Generale Call 35 ML 21.03.2025
/ DE000SU777X0
Soc. Generale Call 35 ML 21.03.20.../ DE000SU777X0 /
| 2024-09-25 3:30:37 PM |
Chg.+0.010 |
Bid3:34:11 PM |
Ask3:34:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
0.370
Bid Size: 80,000 |
0.380
Ask Size: 80,000 |
Cie Generale des Eta... |
35.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SU777X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Cie Generale des Etablissements Michelin SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.23 |
| Break-even: |
38.90 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.63% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
6.25 |
| Rho: |
0.10 |
Quote data
| Open: |
0.350 |
| High: |
0.380 |
| Low: |
0.350 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.57% |
| 1 Month |
|
|
+18.75% |
| 3 Months |
|
|
-22.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.350 |
| 1M High / 1M Low: |
0.390 |
0.280 |
| 6M High / 6M Low: |
0.590 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.37% |
| Volatility 6M: |
|
111.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
