Soc. Generale Call 80 HEIA 20.12.2024
/ DE000SU2GSY8
Soc. Generale Call 80 HEIA 20.12..../ DE000SU2GSY8 /
| 2024-07-30 11:12:16 AM |
Chg.+0.030 |
Bid11:54:56 AM |
Ask11:54:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+5.56% |
0.580
Bid Size: 30,000 |
0.590
Ask Size: 30,000 |
Heineken NV |
80.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU2GSY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
0.15 |
| Time value: |
0.43 |
| Break-even: |
85.80 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
8.73 |
| Rho: |
0.18 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.570 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-54.03% |
| 3 Months |
|
|
-60.14% |
| YTD |
|
|
-64.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.540 |
| 1M High / 1M Low: |
1.270 |
0.540 |
| 6M High / 6M Low: |
1.870 |
0.540 |
| High (YTD): |
2024-05-20 |
1.870 |
| Low (YTD): |
2024-07-29 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.340 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.22% |
| Volatility 6M: |
|
130.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
