Soc. Generale Call 80 HEIA 20.09.2024
/ DE000SW35710
Soc. Generale Call 80 HEIA 20.09..../ DE000SW35710 /
| 2024-07-05 9:41:58 PM |
Chg.-0.050 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
-4.55% |
1.040
Bid Size: 2,900 |
1.080
Ask Size: 2,900 |
Heineken NV |
80.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3571 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.97 |
| Time value: |
0.10 |
| Break-even: |
90.70 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
7.59 |
| Rho: |
0.15 |
Quote data
| Open: |
1.110 |
| High: |
1.120 |
| Low: |
1.050 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.78% |
| 1 Month |
|
|
-30.92% |
| 3 Months |
|
|
+15.38% |
| YTD |
|
|
-29.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
1.050 |
| 1M High / 1M Low: |
1.640 |
1.050 |
| 6M High / 6M Low: |
1.740 |
0.730 |
| High (YTD): |
2024-05-20 |
1.740 |
| Low (YTD): |
2024-03-21 |
0.730 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.335 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.259 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.20% |
| Volatility 6M: |
|
113.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
