Soc. Generale Call 90 HEIA 20.09.2024
/ DE000SW1ZPT4
Soc. Generale Call 90 HEIA 20.09..../ DE000SW1ZPT4 /
| 2024-05-30 3:11:54 PM |
Chg.-0.040 |
Bid3:57:34 PM |
Ask3:57:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-7.27% |
0.510
Bid Size: 30,000 |
0.520
Ask Size: 30,000 |
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: |
16.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.23 |
| Time value: |
0.34 |
| Break-even: |
95.70 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
10.68 |
| Rho: |
0.17 |
Quote data
| Open: |
0.540 |
| High: |
0.570 |
| Low: |
0.510 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.17% |
| 1 Month |
|
|
-7.27% |
| 3 Months |
|
|
+59.38% |
| YTD |
|
|
-35.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.550 |
| 1M High / 1M Low: |
0.890 |
0.460 |
| 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: |
|
0.668 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.579 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.22% |
| Volatility 6M: |
|
160.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
