Soc. Generale Call 80 HEIA 20.12.2024
/ DE000SU2GSY8
Soc. Generale Call 80 HEIA 20.12..../ DE000SU2GSY8 /
8/14/2024 10:18:08 AM |
Chg.+0.020 |
Bid5:30:09 PM |
Ask5:30:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+4.65% |
0.440 Bid Size: 6,900 |
0.470 Ask Size: 6,900 |
Heineken NV |
80.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SU2GSY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
11/20/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
17.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.19 |
Parity: |
-0.05 |
Time value: |
0.45 |
Break-even: |
84.50 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
0.54 |
Theta: |
-0.02 |
Omega: |
9.61 |
Rho: |
0.14 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.25% |
1 Month |
|
|
-60.87% |
3 Months |
|
|
-73.05% |
YTD |
|
|
-72.05% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.430 |
1M High / 1M Low: |
1.270 |
0.430 |
6M High / 6M Low: |
1.870 |
0.430 |
High (YTD): |
5/20/2024 |
1.870 |
Low (YTD): |
8/13/2024 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.470 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.799 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.236 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.89% |
Volatility 6M: |
|
126.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |