Soc. Generale Call 84 HEI 19.12.2.../  DE000SU9LNH9  /

EUWAX
7/30/2024  8:11:00 AM Chg.-0.41 Bid6:41:05 PM Ask6:41:05 PM Underlying Strike price Expiration date Option type
1.95EUR -17.37% 2.12
Bid Size: 2,000
2.15
Ask Size: 2,000
HEIDELBERG MATERIALS... 84.00 EUR 12/19/2025 Call
 

Master data

WKN: SU9LNH
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 84.00 EUR
Maturity: 12/19/2025
Issue date: 2/20/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.33
Leverage: Yes

Calculated values

Fair value: 2.15
Intrinsic value: 1.47
Implied volatility: 0.26
Historic volatility: 0.22
Parity: 1.47
Time value: 0.81
Break-even: 106.80
Moneyness: 1.17
Premium: 0.08
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 1.33%
Delta: 0.80
Theta: -0.01
Omega: 3.46
Rho: 0.78
 

Quote data

Open: 1.95
High: 1.95
Low: 1.95
Previous Close: 2.36
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.29%
1 Month
  -10.14%
3 Months
  -3.47%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 2.18
1M High / 1M Low: 2.61 2.08
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.39
Avg. volume 1W:   0.00
Avg. price 1M:   2.35
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   82.34%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -