Soc. Generale Call 25 VAS 21.03.2025
/ DE000SU9M2X9
Soc. Generale Call 25 VAS 21.03.2.../ DE000SU9M2X9 /
| 2024-06-03 10:08:41 AM |
Chg.+0.030 |
Bid8:58:22 PM |
Ask8:58:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+8.57% |
0.350
Bid Size: 8,600 |
0.360
Ask Size: 8,600 |
VOESTALPINE AG |
25.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SU9M2X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.24 |
| Parity: |
0.19 |
| Time value: |
0.19 |
| Break-even: |
28.80 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
5.05 |
| Rho: |
0.12 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.350 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.400 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
