Soc. Generale Call 90 HEIA 21.03.2025
/ DE000SU9A9J7
Soc. Generale Call 90 HEIA 21.03..../ DE000SU9A9J7 /
| 2024-05-21 8:31:39 AM |
Chg.-0.01 |
Bid2:24:58 PM |
Ask2:24:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-0.81% |
1.20
Bid Size: 20,000 |
1.21
Ask Size: 20,000 |
Heineken NV |
90.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
SU9A9J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.67 |
| Time value: |
0.58 |
| Break-even: |
102.50 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.76 |
| Rho: |
0.50 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.19% |
| 1 Month |
|
|
+90.63% |
| 3 Months |
|
|
+64.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.05 |
| 1M High / 1M Low: |
1.23 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
