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Soc. Generale Call 66 SHL 19.09.2.../  DE000SU6ERH1  /

Frankfurt Zert./SG
10/10/2024  9:51:36 PM Chg.+0.010 Bid10/10/2024 Ask10/10/2024 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.120
Bid Size: 15,000		 0.130
Ask Size: 15,000		 SIEMENS HEALTH.AG NA... 66.00 EUR 9/19/2025 Call
 

Master data

WKN: SU6ERH
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 66.00 EUR
Maturity: 9/19/2025
Issue date: 12/29/2023
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 42.95
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -1.45
Time value: 0.12
Break-even: 67.20
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.20
Theta: -0.01
Omega: 8.68
Rho: 0.09
 

Quote data

Open: 0.110
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+23.71%
3 Months
  -47.83%
YTD
  -64.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.150 0.063
6M High / 6M Low: 0.360 0.063
High (YTD): 3/8/2024 0.490
Low (YTD): 9/24/2024 0.063
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.207
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   258.72%
Volatility 6M:   155.73%
Volatility 1Y:   -
Volatility 3Y:   -