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Soc. Generale Call 94 HEI 20.09.2.../  DE000SV4HZJ7  /

Frankfurt Zert./SG
2024-08-09  9:37:20 PM Chg.-0.010 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
0.120EUR -7.69% 0.130
Bid Size: 10,000		 0.140
Ask Size: 10,000		 HEIDELBERG MATERIALS... 94.00 EUR 2024-09-20 Call
 

Master data

WKN: SV4HZJ
Issuer: Société Générale
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 94.00 EUR
Maturity: 2024-09-20
Issue date: 2023-04-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 62.97
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.23
Parity: -0.58
Time value: 0.14
Break-even: 95.40
Moneyness: 0.94
Premium: 0.08
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 7.69%
Delta: 0.28
Theta: -0.04
Omega: 17.70
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.140
Low: 0.110
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -47.83%
1 Month
  -84.00%
3 Months
  -87.10%
YTD
  -47.83%
1 Year
  -60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.110
1M High / 1M Low: 1.100 0.110
6M High / 6M Low: 1.190 0.110
High (YTD): 2024-03-28 1.190
Low (YTD): 2024-08-07 0.110
52W High: 2024-03-28 1.190
52W Low: 2023-11-07 0.076
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.689
Avg. volume 1M:   0.000
Avg. price 6M:   0.690
Avg. volume 6M:   0.000
Avg. price 1Y:   0.443
Avg. volume 1Y:   0.000
Volatility 1M:   279.05%
Volatility 6M:   209.16%
Volatility 1Y:   184.08%
Volatility 3Y:   -