Soc. Generale Call 115 HEI 20.09.2024
/ DE000SW8J296
Soc. Generale Call 115 HEI 20.09..../ DE000SW8J296 /
| 7/12/2024 8:43:33 AM |
Chg.+0.010 |
Bid3:39:42 PM |
Ask3:39:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.088EUR |
+12.82% |
0.100
Bid Size: 45,000 |
0.110
Ask Size: 45,000 |
HEIDELBERG MATERIALS... |
115.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW8J29 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
100.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-1.52 |
| Time value: |
0.10 |
| Break-even: |
115.99 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
15.91 |
| Rho: |
0.03 |
Quote data
| Open: |
0.088 |
| High: |
0.088 |
| Low: |
0.088 |
| Previous Close: |
0.078 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.32% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-45.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.078 |
| 1M High / 1M Low: |
0.130 |
0.043 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
