Soc. Generale Call 100 HEIA 20.09.2024
/ DE000SW1ZPU2
Soc. Generale Call 100 HEIA 20.09.../ DE000SW1ZPU2 /
| 2024-04-29 9:36:13 PM |
Chg.+0.010 |
Bid9:50:16 PM |
Ask9:50:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
+6.25% |
0.180
Bid Size: 10,000 |
0.190
Ask Size: 10,000 |
Heineken NV |
100.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZPU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
50.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.86 |
| Time value: |
0.18 |
| Break-even: |
101.80 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
14.41 |
| Rho: |
0.10 |
Quote data
| Open: |
0.170 |
| High: |
0.190 |
| Low: |
0.170 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
+13.33% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-50.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.160 |
| 1M High / 1M Low: |
0.190 |
0.110 |
| 6M High / 6M Low: |
0.410 |
0.074 |
| High (YTD): |
2024-02-08 |
0.410 |
| Low (YTD): |
2024-03-21 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.98% |
| Volatility 6M: |
|
177.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
