Soc. Generale Call 95 HEIA 20.06.2025
/ DE000SW99690
Soc. Generale Call 95 HEIA 20.06..../ DE000SW99690 /
| 8/15/2024 10:00:00 AM |
Chg.+0.010 |
Bid3:32:54 PM |
Ask3:32:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.180
Bid Size: 60,000 |
0.190
Ask Size: 60,000 |
Heineken NV |
95.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
SW9969 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
41.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.19 |
| Parity: |
-1.52 |
| Time value: |
0.19 |
| Break-even: |
96.90 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.24 |
| Theta: |
-0.01 |
| Omega: |
10.15 |
| Rho: |
0.15 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.64% |
| 1 Month |
|
|
-58.70% |
| 3 Months |
|
|
-78.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.180 |
| 1M High / 1M Low: |
0.560 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
