Soc. Generale Call 800 SLHN 20.09.../  DE000SU9A857  /

Frankfurt Zert./SG
7/17/2024  4:44:20 PM Chg.+0.007 Bid4:57:07 PM Ask4:57:07 PM Underlying Strike price Expiration date Option type
0.010EUR +233.33% 0.009
Bid Size: 100,000
0.020
Ask Size: 100,000
SWISS LIFE HOLDING A... 800.00 CHF 9/20/2024 Call
 

Master data

WKN: SU9A85
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 9/20/2024
Issue date: 2/14/2024
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 344.00
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -1.34
Time value: 0.02
Break-even: 823.94
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 1.75
Spread abs.: 0.01
Spread %: 100.00%
Delta: 0.06
Theta: -0.08
Omega: 22.01
Rho: 0.07
 

Quote data

Open: 0.001
High: 0.010
Low: 0.001
Previous Close: 0.003
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+25.00%
3 Months     0.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.003
1M High / 1M Low: 0.011 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   377.60%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -