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

Frankfurt Zert./SG
10/21/2020  8:49:14 AM Chg.+0.020 Bid8:50:00 AM Ask8:50:00 AM Underlying Strike price Expiration date Option type
0.780EUR +2.63% -
Bid Size: -
-
Ask Size: -
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: 11.43
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.38
Implied volatility: 0.59
Historic volatility: 0.28
Parity: 0.38
Time value: 0.31
Break-even: 81.90
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.40
Theta: 0.00
Omega: 4.55
Rho: 0.10
 

Quote data

Open: 0.780
High: 0.780
Low: 0.780
Previous Close: 0.760
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+1.30%
1 Month  
+23.81%
3 Months
  -37.60%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.770 0.700
1M High / 1M Low: 0.910 0.530
6M High / 6M Low: 1.540 0.530
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.678
Avg. volume 1M:   0.000
Avg. price 6M:   0.924
Avg. volume 6M:   16.279
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   182.38%
Volatility 6M:   148.18%
Volatility 1Y:   -
Volatility 3Y:   -