Soc. Generale Call 900 SLHN 20.06.../  DE000SY9M072  /

Frankfurt Zert./SG
14/10/2024  10:59:40 Chg.+0.005 Bid11:09:09 Ask11:09:09 Underlying Strike price Expiration date Option type
0.052EUR +10.64% 0.053
Bid Size: 90,000
0.063
Ask Size: 90,000
SWISS LIFE HOLDING A... 900.00 CHF 20/06/2025 Call
 

Master data

WKN: SY9M07
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 900.00 CHF
Maturity: 20/06/2025
Issue date: 11/09/2024
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 115.63
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -2.08
Time value: 0.07
Break-even: 966.58
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 18.18%
Delta: 0.11
Theta: -0.06
Omega: 12.94
Rho: 0.53
 

Quote data

Open: 0.041
High: 0.054
Low: 0.041
Previous Close: 0.047
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+48.57%
1 Month  
+13.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.047 0.035
1M High / 1M Low: 0.053 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.046
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -