Soc. Generale Call 90 HEIA 20.12.2024
/ DE000SU10LX3
Soc. Generale Call 90 HEIA 20.12..../ DE000SU10LX3 /
| 2024-07-29 10:28:07 AM |
Chg.-0.260 |
Bid3:35:50 PM |
Ask3:35:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-54.17% |
0.150
Bid Size: 60,000 |
0.160
Ask Size: 60,000 |
Heineken NV |
90.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU10LX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.16 |
| Parity: |
0.07 |
| Time value: |
0.50 |
| Break-even: |
95.70 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
3.64% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
9.43 |
| Rho: |
0.19 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.220 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.69% |
| 1 Month |
|
|
-67.16% |
| 3 Months |
|
|
-70.67% |
| YTD |
|
|
-76.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.450 |
| 1M High / 1M Low: |
0.600 |
0.440 |
| 6M High / 6M Low: |
1.080 |
0.380 |
| High (YTD): |
2024-05-20 |
1.080 |
| Low (YTD): |
2024-03-21 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.501 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.679 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.19% |
| Volatility 6M: |
|
145.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
