Soc. Generale Call 100 HNK1 18.12.../  DE000SC1W678  /

EUWAX
11/18/2019  8:52:15 AM Chg.+0.001 Bid4:34:52 PM Ask4:34:52 PM Underlying Strike price Expiration date Option type
0.011EUR +10.00% 0.012
Bid Size: 250,000
0.032
Ask Size: 250,000
HEINEKEN EO... 100.00 EUR 12/18/2019 Call

Master data

WKN: SC1W67
Issuer: Société Générale
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 100.00 EUR
Maturity: 12/18/2019
Issue date: 3/13/2017
Last trading day: 12/16/2019
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 309.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.71
Time value: 0.03
Break-even: 100.30
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.54
Spread abs.: 0.02
Spread %: 66.67%
Delta: 0.09
Theta: -0.01
Omega: 27.83
Rho: 0.01
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -94.76%
3 Months
  -95.00%
YTD
  -83.58%
1 Year
  -85.71%
3 Years     -
5 Years     -
1W High / 1W Low: 0.013 0.009
1M High / 1M Low: 0.210 0.007
6M High / 6M Low: 0.650 0.007
High (YTD): 7/26/2019 0.650
Low (YTD): 11/5/2019 0.007
52W High: 7/26/2019 0.650
52W Low: 11/5/2019 0.007
Avg. price 1W:   0.011
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   0.219
Avg. volume 1Y:   0.000
Volatility 1M:   537.68%
Volatility 6M:   288.08%
Volatility 1Y:   264.88%
Volatility 3Y:   -