Soc. Generale Call 85 HEIA 20.12.2024
/ DE000SU9LNX6
Soc. Generale Call 85 HEIA 20.12..../ DE000SU9LNX6 /
06/09/2024 08:12:03 |
Chg.+0.030 |
Bid14:47:01 |
Ask14:47:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+12.50% |
0.280 Bid Size: 50,000 |
0.290 Ask Size: 50,000 |
Heineken NV |
85.00 EUR |
20/12/2024 |
Call |
Master data
WKN: |
SU9LNX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 EUR |
Maturity: |
20/12/2024 |
Issue date: |
20/02/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
27.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.25 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.19 |
Parity: |
-0.27 |
Time value: |
0.30 |
Break-even: |
88.00 |
Moneyness: |
0.97 |
Premium: |
0.07 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.45 |
Theta: |
-0.02 |
Omega: |
12.31 |
Rho: |
0.10 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-79.55% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.230 |
1M High / 1M Low: |
0.270 |
0.190 |
6M High / 6M Low: |
1.470 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.242 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.233 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.797 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.58% |
Volatility 6M: |
|
146.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |