Soc. Generale Call 85 HEIA 20.12.2024
/ DE000SU9LNX6
Soc. Generale Call 85 HEIA 20.12..../ DE000SU9LNX6 /
| 2024-05-21 8:12:01 AM |
Chg.-0.02 |
Bid12:33:11 PM |
Ask12:33:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-1.36% |
1.41
Bid Size: 20,000 |
1.42
Ask Size: 20,000 |
Heineken NV |
85.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
SU9LNX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.17 |
| Time value: |
0.32 |
| Break-even: |
99.90 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.85 |
| Theta: |
-0.02 |
| Omega: |
5.49 |
| Rho: |
0.39 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.08% |
| 1 Month |
|
|
+88.31% |
| 3 Months |
|
|
+59.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.47 |
1.26 |
| 1M High / 1M Low: |
1.47 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
