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Soc. Generale Call 92 HEI 20.09.2.../  DE000SV4HZH1  /

EUWAX
13/09/2024  09:54:03 Chg.+0.070 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.220EUR +46.67% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 92.00 EUR 20/09/2024 Call
 

Master data

WKN: SV4HZH
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 92.00 EUR
Maturity: 20/09/2024
Issue date: 19/04/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.32
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.11
Implied volatility: 0.31
Historic volatility: 0.23
Parity: 0.11
Time value: 0.10
Break-even: 94.10
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.63
Theta: -0.12
Omega: 27.86
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month  
+46.67%
3 Months
  -76.09%
YTD
  -24.14%
1 Year  
+10.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.160 0.130
1M High / 1M Low: 0.500 0.130
6M High / 6M Low: 1.310 0.130
High (YTD): 28/03/2024 1.310
Low (YTD): 11/09/2024 0.130
52W High: 28/03/2024 1.310
52W Low: 07/11/2023 0.089
Avg. price 1W:   0.145
Avg. volume 1W:   0.000
Avg. price 1M:   0.261
Avg. volume 1M:   0.000
Avg. price 6M:   0.774
Avg. volume 6M:   0.000
Avg. price 1Y:   0.518
Avg. volume 1Y:   0.000
Volatility 1M:   330.61%
Volatility 6M:   228.60%
Volatility 1Y:   204.39%
Volatility 3Y:   -