Soc. Generale Call 600 SLHN 21.03.2025
/ DE000SW98304
Soc. Generale Call 600 SLHN 21.03.../ DE000SW98304 /
| 07/08/2024 12:58:25 |
Chg.+0.100 |
Bid13:34:54 |
Ask13:34:54 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+15.38% |
0.760
Bid Size: 50,000 |
0.770
Ask Size: 50,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SW9830 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
13/05/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.16 |
| Time value: |
0.53 |
| Break-even: |
713.66 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.63 |
| Theta: |
-0.15 |
| Omega: |
6.02 |
| Rho: |
2.15 |
Quote data
| Open: |
0.640 |
| High: |
0.750 |
| Low: |
0.640 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.21% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.640 |
| 1M High / 1M Low: |
1.020 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
