Soc. Generale Call 700 SLHN 21.03.../  DE000SW98312  /

Frankfurt Zert./SG
10/14/2024  3:25:51 PM Chg.+0.030 Bid3:59:48 PM Ask3:59:48 PM Underlying Strike price Expiration date Option type
0.500EUR +6.38% 0.510
Bid Size: 50,000
0.520
Ask Size: 50,000
SWISS LIFE HOLDING A... 700.00 CHF 3/21/2025 Call
 

Master data

WKN: SW9831
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 700.00 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: 14.74
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.05
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.05
Time value: 0.46
Break-even: 797.73
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.58
Theta: -0.17
Omega: 8.62
Rho: 1.68
 

Quote data

Open: 0.450
High: 0.500
Low: 0.450
Previous Close: 0.470
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+38.89%
1 Month  
+25.00%
3 Months  
+47.06%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.360
1M High / 1M Low: 0.500 0.360
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.424
Avg. volume 1W:   0.000
Avg. price 1M:   0.442
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.91%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -