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

Frankfurt Zert./SG
7/5/2024  9:39:34 PM Chg.-0.001 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
0.079EUR -1.25% 0.079
Bid Size: 10,000
0.100
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: 69.63
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -1.47
Time value: 0.10
Break-even: 831.73
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 11.49%
Delta: 0.17
Theta: -0.07
Omega: 12.06
Rho: 0.76
 

Quote data

Open: 0.078
High: 0.090
Low: 0.077
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.13%
1 Month  
+1.28%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.096 0.076
1M High / 1M Low: 0.096 0.068
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.086
Avg. volume 1W:   0.000
Avg. price 1M:   0.082
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   124.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -