Soc. Generale Call 75 HNK1 19.03..../  DE000CL79GS1  /

EUWAX
10/29/2020  5:34:20 PM Chg.-0.050 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.600EUR -7.69% 0.610
Bid Size: 4,853
0.620
Ask Size: 4,853
HEINEKEN EO... 75.00 EUR 3/19/2021 Call

Master data

WKN: CL79GS
Issuer: Société Générale
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 3/19/2021
Issue date: 4/16/2020
Last trading day: 3/18/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.74
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.25
Implied volatility: 0.61
Historic volatility: 0.28
Parity: 0.25
Time value: 0.41
Break-even: 81.60
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 9.09%
Delta: 0.39
Theta: 0.00
Omega: 4.58
Rho: 0.09
 

Quote data

Open: 0.620
High: 0.620
Low: 0.600
Previous Close: 0.650
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.08%
1 Month
  -3.23%
3 Months
  -54.89%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.890 0.650
1M High / 1M Low: 0.910 0.550
6M High / 6M Low: 1.490 0.510
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.735
Avg. volume 1M:   0.000
Avg. price 6M:   0.925
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   175.52%
Volatility 6M:   151.45%
Volatility 1Y:   -
Volatility 3Y:   -