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

Frankfurt Zert./SG
10/22/2020  8:01:55 PM Chg.+0.080 Bid8:12:17 PM Ask8:12:17 PM Underlying Strike price Expiration date Option type
0.580EUR +16.00% 0.570
Bid Size: 5,092
0.600
Ask Size: 5,092
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: 15.33
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.28
Parity: -0.18
Time value: 0.51
Break-even: 85.10
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.28
Theta: 0.00
Omega: 4.31
Rho: 0.11
 

Quote data

Open: 0.490
High: 0.580
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: COA RC
 
  All quotes in EUR

Performance

1 Week  
+11.54%
1 Month  
+31.82%
3 Months
  -38.95%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.550 0.500
1M High / 1M Low: 0.680 0.390
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.504
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   186.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -