Soc. Generale Call 80 HNK1 18.06..../  DE000SR7ZA37  /

EUWAX
10/19/2020  4:57:02 PM Chg.0.000 Bid8:24:23 PM Ask8:24:23 PM Underlying Strike price Expiration date Option type
0.540EUR 0.00% 0.510
Bid Size: 5,783
0.530
Ask Size: 5,783
HEINEKEN EO... 80.00 EUR 6/18/2021 Call

Master data

WKN: SR7ZA3
Issuer: Société Générale
Currency: EUR
Underlying: HEINEKEN EO 1,60
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 6/18/2021
Issue date: 5/13/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.36
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.28
Parity: -0.10
Time value: 0.55
Break-even: 85.50
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.29
Theta: 0.00
Omega: 4.22
Rho: 0.12
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -5.26%
3 Months
  -44.90%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.510
1M High / 1M Low: 0.670 0.380
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.503
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   161.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -