Soc. Generale Call 600 SLHN 21.03.2025
/ DE000SW98304
Soc. Generale Call 600 SLHN 21.03.../ DE000SW98304 /
| 11/12/2024 9:32:15 AM |
Chg.-0.14 |
Bid9:15:49 PM |
Ask9:15:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-9.46% |
1.24
Bid Size: 3,000 |
1.36
Ask Size: 3,000 |
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: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.33 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
1.33 |
| Time value: |
0.16 |
| Break-even: |
788.34 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.12 |
| Spread %: |
8.76% |
| Delta: |
0.88 |
| Theta: |
-0.16 |
| Omega: |
4.55 |
| Rho: |
1.87 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.29% |
| 1 Month |
|
|
+3.88% |
| 3 Months |
|
|
+55.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.31 |
| 1M High / 1M Low: |
1.51 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
