Soc. Generale Call 90 HEIA 20.09.2024
/ DE000SW1ZPT4
Soc. Generale Call 90 HEIA 20.09..../ DE000SW1ZPT4 /
| 2024-05-16 9:58:32 AM |
Chg.0.000 |
Bid9:59:44 AM |
Ask9:59:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
0.00% |
0.780
Bid Size: 20,000 |
0.790
Ask Size: 20,000 |
Heineken NV |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZPT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.49 |
| Time value: |
0.30 |
| Break-even: |
97.90 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
8.84 |
| Rho: |
0.22 |
Quote data
| Open: |
0.760 |
| High: |
0.770 |
| Low: |
0.760 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.45% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+54.00% |
| YTD |
|
|
-2.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.710 |
| 1M High / 1M Low: |
0.770 |
0.320 |
| 6M High / 6M Low: |
0.940 |
0.240 |
| High (YTD): |
2024-02-08 |
0.940 |
| Low (YTD): |
2024-03-21 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.551 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.36% |
| Volatility 6M: |
|
158.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
