Soc. Generale Call 190 CMC 21.03.2025
/ DE000SW7LGZ7
Soc. Generale Call 190 CMC 21.03..../ DE000SW7LGZ7 /
| 2024-06-07 8:22:35 AM |
Chg.+0.01 |
Bid6:54:22 PM |
Ask6:54:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+0.49% |
2.28
Bid Size: 80,000 |
2.29
Ask Size: 80,000 |
JPMORGAN CHASE ... |
190.00 - |
2025-03-21 |
Call |
Master data
| WKN: |
SW7LGZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-12 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
-0.92 |
| Time value: |
2.04 |
| Break-even: |
210.40 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.53 |
| Theta: |
-0.05 |
| Omega: |
4.73 |
| Rho: |
0.60 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.03 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.11% |
| 1 Month |
|
|
+10.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.46 |
2.03 |
| 1M High / 1M Low: |
2.78 |
1.83 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
