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

EUWAX
9/4/2024  9:27:46 AM Chg.-0.010 Bid10:55:18 AM Ask10:55:18 AM Underlying Strike price Expiration date Option type
0.110EUR -8.33% 0.120
Bid Size: 100,000
0.130
Ask Size: 100,000
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: 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: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.91%
1 Month  
+57.14%
3 Months  
+48.65%
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:   -