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

EUWAX
2024-07-05  8:34:10 AM Chg.+0.009 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.077EUR +13.24% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 700.00 CHF 2024-09-20 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: 2024-09-20
Issue date: 2023-11-07
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 70.23
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -0.47
Time value: 0.10
Break-even: 730.54
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 11.63%
Delta: 0.27
Theta: -0.15
Omega: 18.95
Rho: 0.36
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.068
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.75%
1 Month  
+18.46%
3 Months  
+63.83%
YTD  
+1.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.095 0.068
1M High / 1M Low: 0.095 0.051
6M High / 6M Low: 0.160 0.032
High (YTD): 2024-03-07 0.160
Low (YTD): 2024-05-03 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.074
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   216.51%
Volatility 6M:   215.27%
Volatility 1Y:   -
Volatility 3Y:   -