Soc. Generale Call 11 VALE 21.03.2025
/ DE000SW9CUP4
Soc. Generale Call 11 VALE 21.03..../ DE000SW9CUP4 /
| 2024-06-03 9:58:45 AM |
Chg.-0.03 |
Bid7:26:09 PM |
Ask7:26:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
-1.70% |
1.68
Bid Size: 20,000 |
-
Ask Size: - |
Vale SA |
11.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW9CUP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.76 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
0.97 |
| Time value: |
0.83 |
| Break-even: |
11.94 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
4.49 |
| Rho: |
0.05 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.76 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.43% |
| 1 Month |
|
|
-22.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.76 |
| 1M High / 1M Low: |
2.40 |
1.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
