Soc. Generale Call 80 HNK1 17.09..../  DE000SB4D889  /

EUWAX
10/26/2020  9:01:41 AM Chg.-0.040 Bid11:07:56 AM Ask11:07:56 AM Underlying Strike price Expiration date Option type
0.670EUR -5.63% 0.720
Bid Size: 30,000
0.730
Ask Size: 30,000
HEINEKEN EO... 80.00 - 9/17/2021 Call

Master data

WKN: SB4D88
Issuer: Société Générale
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 9/17/2021
Issue date: 8/10/2020
Last trading day: 9/16/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.68
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.12
Implied volatility: 0.64
Historic volatility: 0.28
Parity: 0.12
Time value: 0.64
Break-even: 87.60
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.32
Theta: 0.00
Omega: 3.40
Rho: 0.16
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.710
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.67%
1 Month  
+52.27%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.570
1M High / 1M Low: 0.750 0.470
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.609
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   152.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -