Soc. Generale Call 80 HEIA 21.06.2024
/ DE000SW35702
Soc. Generale Call 80 HEIA 21.06..../ DE000SW35702 /
| 2024-05-29 9:50:38 AM |
Chg.-0.030 |
Bid10:41:56 AM |
Ask10:41:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
-2.24% |
1.260
Bid Size: 20,000 |
1.280
Ask Size: 20,000 |
Heineken NV |
80.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SW3570 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.18 |
| Parity: |
1.34 |
| Time value: |
0.05 |
| Break-even: |
93.90 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.46% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
6.25 |
| Rho: |
0.05 |
Quote data
| Open: |
1.320 |
| High: |
1.330 |
| Low: |
1.310 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.88% |
| 1 Month |
|
|
+12.93% |
| 3 Months |
|
|
+79.45% |
| YTD |
|
|
-6.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.480 |
1.340 |
| 1M High / 1M Low: |
1.660 |
1.030 |
| 6M High / 6M Low: |
1.660 |
0.600 |
| High (YTD): |
2024-05-20 |
1.660 |
| Low (YTD): |
2024-03-21 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.436 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.06% |
| Volatility 6M: |
|
125.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
