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

EUWAX
8/9/2024  8:49:35 AM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.190EUR +11.76% -
Bid Size: -		 -
Ask Size: -		 HEIDELBERG MATERIALS... 92.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 4/19/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 44.08
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.38
Time value: 0.20
Break-even: 94.00
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.36
Theta: -0.04
Omega: 15.99
Rho: 0.03
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -58.70%
1 Month
  -81.37%
3 Months
  -78.65%
YTD
  -34.48%
1 Year
  -45.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.180
1M High / 1M Low: 1.240 0.180
6M High / 6M Low: 1.310 0.180
High (YTD): 3/28/2024 1.310
Low (YTD): 8/7/2024 0.180
52W High: 3/28/2024 1.310
52W Low: 11/7/2023 0.089
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.870
Avg. volume 1M:   0.000
Avg. price 6M:   0.813
Avg. volume 6M:   0.000
Avg. price 1Y:   0.521
Avg. volume 1Y:   0.000
Volatility 1M:   329.29%
Volatility 6M:   210.09%
Volatility 1Y:   184.37%
Volatility 3Y:   -