Soc. Generale Call 800 SLHN 21.03.2025
/ DE000SW98320
Soc. Generale Call 800 SLHN 21.03.../ DE000SW98320 /
| 08/10/2024 09:37:14 |
Chg.-0.006 |
Bid11:02:32 |
Ask11:02:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.084EUR |
-6.67% |
0.089
Bid Size: 90,000 |
0.099
Ask Size: 90,000 |
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: |
77.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.19 |
| Parity: |
-1.19 |
| Time value: |
0.10 |
| Break-even: |
862.74 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
11.76% |
| Delta: |
0.18 |
| Theta: |
-0.09 |
| Omega: |
14.10 |
| Rho: |
0.56 |
Quote data
| Open: |
0.084 |
| High: |
0.084 |
| Low: |
0.084 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
-16.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.090 |
| 1M High / 1M Low: |
0.130 |
0.090 |
| 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: |
|
0.113 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
