Soc. Generale Call 600 SLHN 21.03.2025
/ DE000SW98304
Soc. Generale Call 600 SLHN 21.03.../ DE000SW98304 /
| 7/11/2024 5:43:48 PM |
Chg.-0.050 |
Bid6:25:10 PM |
Ask6:25:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-4.90% |
0.970
Bid Size: 5,000 |
1.060
Ask Size: 5,000 |
SWISS LIFE HOLDING A... |
600.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
0.31 |
| Break-even: |
722.39 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.80 |
| Theta: |
-0.11 |
| Omega: |
5.24 |
| Rho: |
3.12 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
0.970 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.12% |
| 1 Month |
|
|
+46.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.850 |
| 1M High / 1M Low: |
1.020 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.912 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.836 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
