Soc. Generale Call 100 HEIA 20.09.2024
/ DE000SW1ZPU2
Soc. Generale Call 100 HEIA 20.09.../ DE000SW1ZPU2 /
| 2024-06-27 8:11:57 AM |
Chg.-0.010 |
Bid2:53:39 PM |
Ask2:53:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
-6.25% |
0.110
Bid Size: 60,000 |
0.120
Ask Size: 60,000 |
Heineken NV |
100.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZPU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
58.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.66 |
| Time value: |
0.16 |
| Break-even: |
101.60 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
16.90 |
| Rho: |
0.06 |
Quote data
| Open: |
0.150 |
| High: |
0.150 |
| Low: |
0.150 |
| Previous Close: |
0.160 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.76% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
-57.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.130 |
| 1M High / 1M Low: |
0.220 |
0.110 |
| 6M High / 6M Low: |
0.420 |
0.069 |
| High (YTD): |
2024-02-07 |
0.420 |
| Low (YTD): |
2024-03-22 |
0.069 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.201 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.34% |
| Volatility 6M: |
|
218.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
