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

EUWAX
03/09/2024  09:42:50 Chg.- Bid08:49:03 Ask08:49:03 Underlying Strike price Expiration date Option type
0.120EUR - -
Bid Size: -
-
Ask Size: -
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: 60.33
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.19
Parity: -1.24
Time value: 0.12
Break-even: 860.32
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.37
Spread abs.: 0.03
Spread %: 27.66%
Delta: 0.21
Theta: -0.09
Omega: 12.38
Rho: 0.74
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.095
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.53%
1 Month  
+71.43%
3 Months  
+62.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.086
1M High / 1M Low: 0.120 0.051
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.097
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -