Soc. Generale Call 600 SLHN 20.12.2024
/ DE000SU9ABD6
Soc. Generale Call 600 SLHN 20.12.../ DE000SU9ABD6 /
| 2024-06-27 8:13:57 AM |
Chg.-0.060 |
Bid9:23:15 PM |
Ask9:23:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-7.50% |
0.790
Bid Size: 5,000 |
0.880
Ask Size: 5,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU9ABD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.51 |
| Time value: |
0.28 |
| Break-even: |
704.99 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.75 |
| Theta: |
-0.14 |
| Omega: |
6.47 |
| Rho: |
2.08 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.740 |
| Previous Close: |
0.800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.13% |
| 1 Month |
|
|
+29.82% |
| 3 Months |
|
|
+48.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.760 |
| 1M High / 1M Low: |
0.800 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.778 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
