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

Frankfurt Zert./SG
9/2/2024  3:48:17 PM Chg.+0.008 Bid3:56:06 PM Ask3:56:06 PM Underlying Strike price Expiration date Option type
0.045EUR +21.62% 0.045
Bid Size: 100,000
0.055
Ask Size: 100,000
SWISS LIFE HOLDING A... 800.00 CHF 12/20/2024 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: 12/20/2024
Issue date: 2/14/2024
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 134.00
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -1.28
Time value: 0.05
Break-even: 857.10
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 0.76
Spread abs.: 0.01
Spread %: 22.73%
Delta: 0.13
Theta: -0.09
Omega: 16.86
Rho: 0.26
 

Quote data

Open: 0.032
High: 0.047
Low: 0.032
Previous Close: 0.037
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+36.36%
1 Month  
+21.62%
3 Months  
+36.36%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.037 0.031
1M High / 1M Low: 0.040 0.020
6M High / 6M Low: 0.090 0.020
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   353.20%
Volatility 6M:   225.72%
Volatility 1Y:   -
Volatility 3Y:   -