Soc. Generale Call 800 SLHN 20.12.2024
/ DE000SU9A865
Soc. Generale Call 800 SLHN 20.12.../ DE000SU9A865 /
| 9/4/2024 10:06:48 AM |
Chg.-0.004 |
Bid5:02:14 PM |
Ask5:02:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
-7.41% |
0.046
Bid Size: 100,000 |
0.056
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: |
109.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
-1.17 |
| Time value: |
0.07 |
| Break-even: |
858.59 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.03 |
| Spread %: |
59.52% |
| Delta: |
0.15 |
| Theta: |
-0.11 |
| Omega: |
16.34 |
| Rho: |
0.30 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.050 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+78.57% |
| 1 Month |
|
|
+72.41% |
| 3 Months |
|
|
+61.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.054 |
0.028 |
| 1M High / 1M Low: |
0.054 |
0.011 |
| 6M High / 6M Low: |
0.084 |
0.011 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.036 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
546.75% |
| Volatility 6M: |
|
343.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
