Soc. Generale Call 800 SLHN 21.03.2025
/ DE000SW98320
Soc. Generale Call 800 SLHN 21.03.../ DE000SW98320 /
04/09/2024 11:07:08 |
Chg.+0.010 |
Bid04/09/2024 |
Ask04/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.120EUR |
+9.09% |
0.120 Bid Size: 100,000 |
0.130 Ask Size: 100,000 |
SWISS LIFE HOLDING A... |
800.00 CHF |
21/03/2025 |
Call |
Master data
WKN: |
SW9832 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
SWISS LIFE HOLDING AG N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 CHF |
Maturity: |
21/03/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
-1.17 |
Time value: |
0.13 |
Break-even: |
864.89 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.03 |
Spread %: |
30.00% |
Delta: |
0.22 |
Theta: |
-0.10 |
Omega: |
12.37 |
Rho: |
0.80 |
Quote data
Open: |
0.120 |
High: |
0.120 |
Low: |
0.120 |
Previous Close: |
0.110 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+60.00% |
3 Months |
|
|
+73.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.080 |
1M High / 1M Low: |
0.110 |
0.050 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.092 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
152.09% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |