Soc. Generale Call 100 HEIA 20.12.2024
/ DE000SU10LY1
Soc. Generale Call 100 HEIA 20.12.../ DE000SU10LY1 /
| 2024-05-02 9:36:14 PM |
Chg.-0.030 |
Bid2024-05-02 |
Ask2024-05-02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-10.00% |
0.270
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
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: |
29.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.87 |
| Time value: |
0.31 |
| Break-even: |
103.10 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
10.55 |
| Rho: |
0.19 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.260 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.63% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
-42.55% |
| YTD |
|
|
-42.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.290 |
| 1M High / 1M Low: |
0.320 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
0.540 |
| Low (YTD): |
2024-03-21 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.243 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
