Soc. Generale Call 80 HEIA 20.12.2024
/ DE000SU2GSY8
Soc. Generale Call 80 HEIA 20.12..../ DE000SU2GSY8 /
| 7/15/2024 9:28:12 AM |
Chg.- |
Bid9:19:23 AM |
Ask9:19:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
- |
1.09
Bid Size: 25,000 |
1.10
Ask Size: 25,000 |
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: |
7.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.93 |
| Time value: |
0.23 |
| Break-even: |
91.60 |
| Moneyness: |
1.12 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
6.51 |
| Rho: |
0.28 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
-32.75% |
| 3 Months |
|
|
+8.49% |
| YTD |
|
|
-28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.19 |
1.10 |
| 1M High / 1M Low: |
1.63 |
1.10 |
| 6M High / 6M Low: |
1.89 |
0.89 |
| High (YTD): |
5/20/2024 |
1.89 |
| Low (YTD): |
3/20/2024 |
0.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.57% |
| Volatility 6M: |
|
96.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
