Soc. Generale Call 100 HEIA 20.12.2024
/ DE000SU10LY1
Soc. Generale Call 100 HEIA 20.12.../ DE000SU10LY1 /
| 2024-06-03 9:45:30 AM |
Chg.-0.020 |
Bid3:42:59 PM |
Ask3:42:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-7.41% |
0.270
Bid Size: 60,000 |
0.280
Ask Size: 60,000 |
Heineken NV |
100.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU10LY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.81 |
| Time value: |
0.29 |
| Break-even: |
102.90 |
| Moneyness: |
0.92 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
11.19 |
| Rho: |
0.16 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.21% |
| 1 Month |
|
|
-10.71% |
| 3 Months |
|
|
+38.89% |
| YTD |
|
|
-46.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.270 |
| 1M High / 1M Low: |
0.490 |
0.260 |
| 6M High / 6M Low: |
0.540 |
0.140 |
| High (YTD): |
2024-02-09 |
0.540 |
| Low (YTD): |
2024-03-21 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.327 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.69% |
| Volatility 6M: |
|
159.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
