Soc. Generale Call 800 SLHN 21.03.../  DE000SW98320  /

Frankfurt Zert./SG
11/8/2024  9:51:26 PM Chg.-0.013 Bid9:59:18 PM Ask9:59:18 PM Underlying Strike price Expiration date Option type
0.097EUR -11.82% 0.098
Bid Size: 10,000
0.130
Ask Size: 10,000
SWISS LIFE HOLDING A... 800.00 CHF 3/21/2025 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: 3/21/2025
Issue date: 5/13/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 64.28
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.81
Time value: 0.12
Break-even: 864.41
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.24
Theta: -0.12
Omega: 15.45
Rho: 0.63
 

Quote data

Open: 0.110
High: 0.110
Low: 0.094
Previous Close: 0.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+10.23%
1 Month  
+3.19%
3 Months  
+49.23%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.082
1M High / 1M Low: 0.120 0.079
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.094
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   229.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -