Soc. Generale Call 95 HEIA 20.06.2025
/ DE000SW99690
Soc. Generale Call 95 HEIA 20.06..../ DE000SW99690 /
14/08/2024 10:05:42 |
Chg.0.000 |
Bid20:59:06 |
Ask20:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
0.00% |
0.180 Bid Size: 10,000 |
0.190 Ask Size: 10,000 |
Heineken NV |
95.00 EUR |
20/06/2025 |
Call |
Master data
WKN: |
SW9969 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 EUR |
Maturity: |
20/06/2025 |
Issue date: |
13/05/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
41.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.19 |
Parity: |
-1.55 |
Time value: |
0.19 |
Break-even: |
96.90 |
Moneyness: |
0.84 |
Premium: |
0.22 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
10.03 |
Rho: |
0.15 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-18.18% |
1 Month |
|
|
-60.87% |
3 Months |
|
|
-79.78% |
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: |
|
- |