OverviewChartNewsTraderScreen

Soc. Generale Call 600 SLHN 20.09.../  DE000SU1VK05  /

Frankfurt Zert./SG
2024-07-26  9:42:08 PM Chg.+0.030 Bid9:58:44 PM Ask9:58:44 PM Underlying Strike price Expiration date Option type
0.740EUR +4.23% 0.740
Bid Size: 4,100		 0.870
Ask Size: 4,100		 SWISS LIFE HOLDING A... 600.00 CHF 2024-09-20 Call
 

Master data

WKN: SU1VK0
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 600.00 CHF
Maturity: 2024-09-20
Issue date: 2023-11-07
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.57
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.68
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.68
Time value: 0.13
Break-even: 706.44
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.82
Theta: -0.26
Omega: 7.02
Rho: 0.74
 

Quote data

Open: 0.680
High: 0.790
Low: 0.680
Previous Close: 0.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+10.45%
3 Months  
+146.67%
YTD  
+138.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.710
1M High / 1M Low: 0.830 0.620
6M High / 6M Low: 0.830 0.240
High (YTD): 2024-07-10 0.830
Low (YTD): 2024-04-18 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.727
Avg. volume 1M:   0.000
Avg. price 6M:   0.508
Avg. volume 6M:   49.606
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.32%
Volatility 6M:   163.48%
Volatility 1Y:   -
Volatility 3Y:   -