Soc. Generale Call 115 HEIA 20.12.2024
/ DE000SW9LLY6
Soc. Generale Call 115 HEIA 20.12.../ DE000SW9LLY6 /
04/09/2024 21:42:05 |
Chg.0.000 |
Bid21:55:53 |
Ask21:55:53 |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Heineken NV |
115.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SW9LLY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
26/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
325.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.19 |
Parity: |
-3.36 |
Time value: |
0.03 |
Break-even: |
115.25 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
2.27 |
Spread abs.: |
0.01 |
Spread %: |
66.67% |
Delta: |
0.04 |
Theta: |
-0.01 |
Omega: |
14.12 |
Rho: |
0.01 |
Quote data
Open: |
0.012 |
High: |
0.015 |
Low: |
0.012 |
Previous Close: |
0.014 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-26.32% |
3 Months |
|
|
-83.13% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.015 |
0.014 |
1M High / 1M Low: |
0.022 |
0.013 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.014 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
145.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |