Soc. Generale Call 90 HEIA 20.09.2024
/ DE000SW1ZPT4
Soc. Generale Call 90 HEIA 20.09..../ DE000SW1ZPT4 /
7/29/2024 10:20:18 AM |
Chg.-0.188 |
Bid5:47:27 PM |
Ask5:47:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.062EUR |
-75.20% |
0.033 Bid Size: 10,000 |
0.043 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: |
25.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.22 |
Historic volatility: |
0.16 |
Parity: |
0.07 |
Time value: |
0.29 |
Break-even: |
93.60 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.02 |
Spread %: |
5.88% |
Delta: |
0.58 |
Theta: |
-0.03 |
Omega: |
14.58 |
Rho: |
0.07 |
Quote data
Open: |
0.084 |
High: |
0.084 |
Low: |
0.062 |
Previous Close: |
0.250 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-77.04% |
1 Month |
|
|
-87.08% |
3 Months |
|
|
-88.30% |
YTD |
|
|
-92.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.200 |
1M High / 1M Low: |
0.390 |
0.200 |
6M High / 6M Low: |
0.980 |
0.200 |
High (YTD): |
2/7/2024 |
0.980 |
Low (YTD): |
7/25/2024 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.252 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.289 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.505 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
204.22% |
Volatility 6M: |
|
199.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |