Soc. Generale Call 600 SLHN 20.09.2024
/ DE000SU1VK05
Soc. Generale Call 600 SLHN 20.09.../ DE000SU1VK05 /
| 2024-07-25 8:32:10 AM |
Chg.-0.040 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-5.48% |
-
Bid Size: - |
-
Ask Size: - |
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: |
8.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
0.70 |
| Time value: |
0.10 |
| Break-even: |
705.34 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.85 |
| Theta: |
-0.21 |
| Omega: |
7.42 |
| Rho: |
0.80 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.43% |
| 1 Month |
|
|
+1.47% |
| 3 Months |
|
|
+137.93% |
| YTD |
|
|
+137.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.690 |
| 1M High / 1M Low: |
0.820 |
0.610 |
| 6M High / 6M Low: |
0.820 |
0.250 |
| High (YTD): |
2024-07-11 |
0.820 |
| Low (YTD): |
2024-04-19 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.707 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.494 |
| Avg. volume 6M: |
|
49.606 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.22% |
| Volatility 6M: |
|
163.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
