Soc. Generale Call 80 HEIA 20.09.2024
/ DE000SW35710
Soc. Generale Call 80 HEIA 20.09..../ DE000SW35710 /
8/16/2024 9:45:24 AM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-15.00% |
- Bid Size: - |
- Ask Size: - |
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: |
41.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-0.03 |
Time value: |
0.19 |
Break-even: |
81.90 |
Moneyness: |
1.00 |
Premium: |
0.03 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
0.51 |
Theta: |
-0.03 |
Omega: |
21.29 |
Rho: |
0.04 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.170 |
Previous Close: |
0.200 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.38% |
1 Month |
|
|
-81.91% |
3 Months |
|
|
-89.76% |
YTD |
|
|
-88.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.170 |
1M High / 1M Low: |
1.060 |
0.170 |
6M High / 6M Low: |
1.770 |
0.170 |
High (YTD): |
5/20/2024 |
1.770 |
Low (YTD): |
8/16/2024 |
0.170 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.202 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.538 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.070 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
223.98% |
Volatility 6M: |
|
141.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |