Soc. Generale Call 100 HEIA 21.03.2025
/ DE000SU74XV8
Soc. Generale Call 100 HEIA 21.03.../ DE000SU74XV8 /
2024-05-02 3:57:24 PM |
Chg.-0.030 |
Bid4:29:02 PM |
Ask4:29:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
-7.32% |
0.380 Bid Size: 45,000 |
0.390 Ask Size: 45,000 |
Heineken NV |
100.00 EUR |
2025-03-21 |
Call |
Master data
WKN: |
SU74XV |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 EUR |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-09 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
21.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-0.87 |
Time value: |
0.42 |
Break-even: |
104.20 |
Moneyness: |
0.91 |
Premium: |
0.14 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
2.44% |
Delta: |
0.41 |
Theta: |
-0.01 |
Omega: |
8.82 |
Rho: |
0.29 |
Quote data
Open: |
0.410 |
High: |
0.410 |
Low: |
0.370 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.56% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.400 |
1M High / 1M Low: |
0.450 |
0.260 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.337 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.12% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |