Soc. Generale Call 80 HEIA 20.09.2024
/ DE000SW35710
Soc. Generale Call 80 HEIA 20.09..../ DE000SW35710 /
| 6/27/2024 9:39:19 AM |
Chg.-0.05 |
Bid5:18:31 PM |
Ask5:18:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
-3.57% |
1.25
Bid Size: 20,000 |
1.26
Ask Size: 20,000 |
Heineken NV |
80.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW3571 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
9/29/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
1.34 |
| Time value: |
0.10 |
| Break-even: |
94.40 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
6.03 |
| Rho: |
0.17 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-14.01% |
| 3 Months |
|
|
+20.54% |
| YTD |
|
|
-10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.33 |
| 1M High / 1M Low: |
1.60 |
1.22 |
| 6M High / 6M Low: |
1.77 |
0.73 |
| High (YTD): |
5/20/2024 |
1.77 |
| Low (YTD): |
3/19/2024 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.32% |
| Volatility 6M: |
|
112.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
