Soc. Generale Call 700 SLHN 20.12.2024
/ DE000SU9ABE4
Soc. Generale Call 700 SLHN 20.12.../ DE000SU9ABE4 /
2024-07-29 3:29:11 PM |
Chg.+0.020 |
Bid3:56:42 PM |
Ask3:56:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+9.09% |
0.230 Bid Size: 100,000 |
0.240 Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
700.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
SU9ABE |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-12-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.22 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-0.37 |
Time value: |
0.25 |
Break-even: |
754.68 |
Moneyness: |
0.95 |
Premium: |
0.09 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.41 |
Theta: |
-0.15 |
Omega: |
11.41 |
Rho: |
1.03 |
Quote data
Open: |
0.220 |
High: |
0.250 |
Low: |
0.220 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+118.18% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.200 |
1M High / 1M Low: |
0.270 |
0.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.219 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |