Soc. Generale Call 130 HNK1 18.12.../  DE000CL2EYG7  /

Frankfurt Zert./SG
10/21/2020  9:55:45 AM Chg.0.000 Bid10/21/2020 Ask10/21/2020 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 30,000
0.020
Ask Size: 30,000
HEINEKEN EO... 130.00 EUR 12/18/2020 Call

Master data

WKN: CL2EYG
Issuer: Société Générale
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 12/18/2020
Issue date: 1/8/2020
Last trading day: 12/17/2020
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 396.50
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.28
Parity: -5.07
Time value: 0.02
Break-even: 130.20
Moneyness: 0.61
Premium: 0.64
Premium p.a.: 21.65
Spread abs.: 0.02
Spread %: 95.00%
Delta: 0.03
Theta: -0.01
Omega: 10.36
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -90.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.022 0.001
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.006
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   976.51%
Volatility 1Y:   -
Volatility 3Y:   -