Soc. Generale Call 105 HEIA 20.06.2025
/ DE000SW997B8
Soc. Generale Call 105 HEIA 20.06.../ DE000SW997B8 /
16/08/2024 09:58:36 |
Chg.-0.005 |
Bid19:37:30 |
Ask19:37:30 |
Underlying |
Strike price |
Expiration date |
Option type |
0.074EUR |
-6.33% |
0.075 Bid Size: 10,000 |
0.085 Ask Size: 10,000 |
Heineken NV |
105.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
SW997B |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
90.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-2.51 |
Time value: |
0.09 |
Break-even: |
105.88 |
Moneyness: |
0.76 |
Premium: |
0.33 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
12.82% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
11.27 |
Rho: |
0.08 |
Quote data
Open: |
0.074 |
High: |
0.074 |
Low: |
0.074 |
Previous Close: |
0.079 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.94% |
1 Month |
|
|
-61.05% |
3 Months |
|
|
-83.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.085 |
0.077 |
1M High / 1M Low: |
0.230 |
0.075 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.079 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.131 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
215.15% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |