Soc. Generale Call 100 HEIA 20.12.2024
/ DE000SU10LY1
Soc. Generale Call 100 HEIA 20.12.../ DE000SU10LY1 /
| 2024-05-21 9:44:39 AM |
Chg.-0.020 |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-4.08% |
0.470
Bid Size: 6,400 |
0.490
Ask Size: 6,400 |
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: |
19.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.33 |
| Time value: |
0.50 |
| Break-even: |
105.00 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
9.60 |
| Rho: |
0.25 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.03% |
| 1 Month |
|
|
+95.83% |
| 3 Months |
|
|
+80.77% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.370 |
| 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: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.317 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.52% |
| Volatility 6M: |
|
158.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
