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: |
|
- |