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

EUWAX
2024-11-12  9:43:52 AM Chg.-0.008 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.013EUR -38.10% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 2024-12-20 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: 2024-12-20
Issue date: 2024-02-14
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 193.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -0.80
Time value: 0.04
Break-even: 856.45
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 1.71
Spread abs.: 0.03
Spread %: 207.69%
Delta: 0.13
Theta: -0.19
Omega: 25.13
Rho: 0.10
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month
  -35.00%
3 Months
  -51.85%
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:   2,656.95%
Volatility 6M:   1,092.65%
Volatility 1Y:   -
Volatility 3Y:   -