Soc. Generale Call 5.5 BSD2 21.03.2025
/ DE000SW8JZ11
Soc. Generale Call 5.5 BSD2 21.03.../ DE000SW8JZ11 /
| 6/11/2024 8:47:37 AM |
Chg.+0.010 |
Bid11:03:29 AM |
Ask11:03:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+5.00% |
0.200
Bid Size: 100,000 |
0.210
Ask Size: 100,000 |
BCO SANTANDER N.EO0,... |
5.50 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SW8JZ1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BCO SANTANDER N.EO0,5 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.50 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/4/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
21.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-0.79 |
| Time value: |
0.22 |
| Break-even: |
5.72 |
| Moneyness: |
0.86 |
| Premium: |
0.21 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
7.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-19.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.200 |
| 1M High / 1M Low: |
0.290 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
