Soc. Generale Call 90 HEIA 20.09.2024
/ DE000SW1ZPT4
Soc. Generale Call 90 HEIA 20.09..../ DE000SW1ZPT4 /
8/16/2024 11:42:11 AM |
Chg.-0.002 |
Bid5:30:07 PM |
Ask5:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.007EUR |
-22.22% |
0.006 Bid Size: 10,000 |
0.020 Ask Size: 10,000 |
Heineken NV |
90.00 EUR |
9/20/2024 |
Call |
Master data
WKN: |
SW1ZPT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 EUR |
Maturity: |
9/20/2024 |
Issue date: |
8/8/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
399.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.19 |
Parity: |
-1.01 |
Time value: |
0.02 |
Break-even: |
90.20 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
2.54 |
Spread abs.: |
0.01 |
Spread %: |
150.00% |
Delta: |
0.07 |
Theta: |
-0.01 |
Omega: |
29.63 |
Rho: |
0.01 |
Quote data
Open: |
0.007 |
High: |
0.007 |
Low: |
0.007 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-97.20% |
3 Months |
|
|
-99.11% |
YTD |
|
|
-99.11% |
1 Year |
|
|
-99.23% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.014 |
0.008 |
1M High / 1M Low: |
0.360 |
0.008 |
6M High / 6M Low: |
0.890 |
0.008 |
High (YTD): |
2/8/2024 |
0.940 |
Low (YTD): |
8/13/2024 |
0.008 |
52W High: |
2/8/2024 |
0.940 |
52W Low: |
8/13/2024 |
0.008 |
Avg. price 1W: |
|
0.011 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.119 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.421 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.530 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
434.66% |
Volatility 6M: |
|
245.72% |
Volatility 1Y: |
|
194.62% |
Volatility 3Y: |
|
- |