Soc. Generale Call 800 SLHN 20.12.../  DE000SU9A865  /

EUWAX
08/11/2024  13:27:43 Chg.-0.003 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.022EUR -12.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 20/12/2024 Call
 

Master data

WKN: SU9A86
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 20/12/2024
Issue date: 14/02/2024
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 226.88
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.81
Time value: 0.03
Break-even: 855.81
Moneyness: 0.90
Premium: 0.11
Premium p.a.: 1.52
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.12
Theta: -0.15
Omega: 26.79
Rho: 0.10
 

Quote data

Open: 0.016
High: 0.022
Low: 0.016
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -26.67%
3 Months
  -29.03%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.025 0.003
1M High / 1M Low: 0.031 0.003
6M High / 6M Low: 0.054 0.003
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.016
Avg. volume 1W:   0.000
Avg. price 1M:   0.020
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,598.35%
Volatility 6M:   1,092.90%
Volatility 1Y:   -
Volatility 3Y:   -