Soc. Generale Call 85 HEIA 21.06.2024
/ DE000SU10LU9
Soc. Generale Call 85 HEIA 21.06..../ DE000SU10LU9 /
| 2024-05-15 9:51:14 AM |
Chg.+0.020 |
Bid9:23:55 PM |
Ask9:23:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+2.17% |
1.020
Bid Size: 3,000 |
1.080
Ask Size: 3,000 |
Heineken NV |
85.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU10LU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
0.90 |
| Time value: |
0.09 |
| Break-even: |
94.90 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.87 |
| Theta: |
-0.03 |
| Omega: |
8.26 |
| Rho: |
0.07 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.05% |
| 1 Month |
|
|
+91.84% |
| 3 Months |
|
|
+67.86% |
| YTD |
|
|
-7.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.810 |
| 1M High / 1M Low: |
1.010 |
0.410 |
| 6M High / 6M Low: |
1.220 |
0.290 |
| High (YTD): |
2024-02-09 |
1.220 |
| Low (YTD): |
2024-03-19 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.701 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.66% |
| Volatility 6M: |
|
177.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
