Soc. Generale Call 110 HEIA 20.09.2024
/ DE000SW1ZPV0
Soc. Generale Call 110 HEIA 20.09.../ DE000SW1ZPV0 /
| 2024-05-02 8:11:02 AM |
Chg.-0.004 |
Bid1:35:44 PM |
Ask1:35:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-7.27% |
0.049
Bid Size: 50,000 |
0.059
Ask Size: 50,000 |
Heineken NV |
110.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZPV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
144.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.87 |
| Time value: |
0.06 |
| Break-even: |
110.63 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
16.28 |
| Rho: |
0.04 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.055 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-63.57% |
| YTD |
|
|
-63.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.055 |
| 1M High / 1M Low: |
0.067 |
0.043 |
| 6M High / 6M Low: |
0.160 |
0.028 |
| High (YTD): |
2024-02-07 |
0.160 |
| Low (YTD): |
2024-03-22 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.057 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.081 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.74% |
| Volatility 6M: |
|
169.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
