Soc. Generale Call 80 HEIA 20.12.2024
/ DE000SU2GSY8
Soc. Generale Call 80 HEIA 20.12..../ DE000SU2GSY8 /
| 30/07/2024 09:23:18 |
Chg.-0.150 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-20.83% |
-
Bid Size: - |
-
Ask Size: - |
Heineken NV |
80.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU2GSY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
19/12/2024 |
| 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: |
0.570 |
| Low: |
0.570 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.86% |
| 1 Month |
|
|
-58.39% |
| 3 Months |
|
|
-60.96% |
| YTD |
|
|
-64.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.720 |
| 1M High / 1M Low: |
1.330 |
0.720 |
| 6M High / 6M Low: |
1.890 |
0.720 |
| High (YTD): |
20/05/2024 |
1.890 |
| Low (YTD): |
29/07/2024 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.61% |
| Volatility 6M: |
|
111.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
