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

EUWAX
2024-11-11  12:14:30 PM Chg.+0.52 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
4.00EUR +14.94% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 84.00 EUR 2025-12-19 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: 2025-12-19
Issue date: 2024-02-20
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 3.58
Intrinsic value: 3.23
Implied volatility: 0.25
Historic volatility: 0.23
Parity: 3.23
Time value: 0.39
Break-even: 120.10
Moneyness: 1.38
Premium: 0.03
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.28%
Delta: 0.93
Theta: -0.01
Omega: 3.00
Rho: 0.80
 

Quote data

Open: 3.63
High: 4.00
Low: 3.63
Previous Close: 3.48
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+70.21%
1 Month  
+91.39%
3 Months  
+181.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.48 2.35
1M High / 1M Low: 3.48 1.85
6M High / 6M Low: 3.48 1.37
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.73
Avg. volume 1W:   0.00
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   2.06
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.31%
Volatility 6M:   93.36%
Volatility 1Y:   -
Volatility 3Y:   -