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Soc. Generale Call 700 SLHN 20.09.../  DE000SU1VK13  /

EUWAX
26/07/2024  08:33:50 Chg.0.000 Bid08:36:35 Ask08:36:35 Underlying Strike price Expiration date Option type
0.070EUR 0.00% 0.070
Bid Size: 10,000		 0.110
Ask Size: 10,000		 SWISS LIFE HOLDING A... 700.00 CHF 20/09/2024 Call
 

Master data

WKN: SU1VK1
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 20/09/2024
Issue date: 07/11/2023
Last trading day: 19/09/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 63.24
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -0.34
Time value: 0.11
Break-even: 740.56
Moneyness: 0.95
Premium: 0.06
Premium p.a.: 0.49
Spread abs.: 0.01
Spread %: 14.58%
Delta: 0.32
Theta: -0.20
Omega: 19.97
Rho: 0.33
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.41%
1 Month
  -18.60%
3 Months  
+59.09%
YTD
  -7.89%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.130 0.068
6M High / 6M Low: 0.160 0.032
High (YTD): 07/03/2024 0.160
Low (YTD): 03/05/2024 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.080
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   278.29%
Volatility 6M:   229.92%
Volatility 1Y:   -
Volatility 3Y:   -