Soc. Generale Call 16 VALE 21.03.2025
/ DE000SW3PQW3
Soc. Generale Call 16 VALE 21.03..../ DE000SW3PQW3 /
| 2024-06-03 5:02:48 PM |
Chg.-0.010 |
Bid5:26:45 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-2.70% |
0.340
Bid Size: 45,000 |
-
Ask Size: - |
Vale SA |
16.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW3PQW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Vale SA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-3.64 |
| Time value: |
0.38 |
| Break-even: |
15.12 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.23 |
| Theta: |
0.00 |
| Omega: |
6.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.350 |
| High: |
0.360 |
| Low: |
0.330 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-34.55% |
| 3 Months |
|
|
-50.68% |
| YTD |
|
|
-80.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.370 |
| 1M High / 1M Low: |
0.560 |
0.370 |
| 6M High / 6M Low: |
1.950 |
0.360 |
| High (YTD): |
2024-01-03 |
1.810 |
| Low (YTD): |
2024-03-15 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.480 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.837 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.58% |
| Volatility 6M: |
|
125.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
