Soc. Generale Call 72 SHL 19.12.2.../  DE000SU79ZE8  /

Frankfurt Zert./SG
2024-07-31  7:43:16 PM Chg.-0.070 Bid2024-07-31 Ask2024-07-31 Underlying Strike price Expiration date Option type
0.090EUR -43.75% -
Bid Size: -
-
Ask Size: -
SIEMENS HEALTH.AG NA... 72.00 EUR 2025-12-19 Call
 

Master data

WKN: SU79ZE
Issuer: Société Générale
Currency: EUR
Underlying: SIEMENS HEALTH.AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.00 EUR
Maturity: 2025-12-19
Issue date: 2024-02-13
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.56
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -1.88
Time value: 0.18
Break-even: 73.80
Moneyness: 0.74
Premium: 0.39
Premium p.a.: 0.27
Spread abs.: 0.02
Spread %: 12.50%
Delta: 0.23
Theta: -0.01
Omega: 6.83
Rho: 0.15
 

Quote data

Open: 0.110
High: 0.120
Low: 0.086
Previous Close: 0.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -43.75%
1 Month
  -55.00%
3 Months
  -60.87%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.160
1M High / 1M Low: 0.220 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.166
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   102.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -