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Soc. Generale Call 1100 HMI 21.06.../  DE000SN20BL3  /

EUWAX
2024-04-23  10:13:01 AM Chg.- Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
12.24EUR - -
Bid Size: -		 -
Ask Size: -		 HERMES INTERNATIONAL... 1,100.00 - 2024-06-21 Call
 

Master data

WKN: SN20BL
Issuer: Société Générale
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 1,100.00 -
Maturity: 2024-06-21
Issue date: 2022-06-07
Last trading day: 2024-04-24
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 1.82
Leverage: Yes

Calculated values

Fair value: 11.99
Intrinsic value: 11.95
Implied volatility: 2.12
Historic volatility: 0.24
Parity: 11.95
Time value: 0.66
Break-even: 2,361.00
Moneyness: 2.09
Premium: 0.03
Premium p.a.: 0.36
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -3.05
Omega: 1.69
Rho: 0.81
 

Quote data

Open: 12.25
High: 12.25
Low: 12.24
Previous Close: 12.26
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.58%
3 Months  
+11.68%
YTD  
+49.27%
1 Year  
+27.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 12.26 12.05
6M High / 6M Low: 13.26 7.18
High (YTD): 2024-03-21 13.26
Low (YTD): 2024-01-17 7.18
52W High: 2024-03-21 13.26
52W Low: 2023-10-23 6.00
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   12.18
Avg. volume 1M:   0.00
Avg. price 6M:   10.15
Avg. volume 6M:   0.00
Avg. price 1Y:   9.05
Avg. volume 1Y:   0.00
Volatility 1M:   21.31%
Volatility 6M:   47.95%
Volatility 1Y:   55.41%
Volatility 3Y:   -