Soc. Generale Call 22 BHP 21.03.2025
/ DE000SW98YK4
Soc. Generale Call 22 BHP 21.03.2.../ DE000SW98YK4 /
6/3/2024 3:29:13 PM |
Chg.+0.010 |
Bid3:38:11 PM |
Ask3:38:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+2.94% |
0.350 Bid Size: 50,000 |
0.360 Ask Size: 50,000 |
Bhp Group Limited OR... |
22.00 GBP |
3/21/2025 |
Call |
Master data
WKN: |
SW98YK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Bhp Group Limited ORD NPV (DI) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 GBP |
Maturity: |
3/21/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.12 |
Implied volatility: |
0.28 |
Historic volatility: |
0.24 |
Parity: |
0.12 |
Time value: |
0.25 |
Break-even: |
29.54 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
2.78% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
4.83 |
Rho: |
0.11 |
Quote data
Open: |
0.360 |
High: |
0.370 |
Low: |
0.340 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.78% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.340 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |