Soc. Generale Call 90 HEIA 21.06.2024
/ DE000SV637S5
Soc. Generale Call 90 HEIA 21.06..../ DE000SV637S5 /
| 2024-04-30 8:49:00 AM |
Chg.0.000 |
Bid8:49:24 AM |
Ask8:49:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
0.00% |
0.370
Bid Size: 8,200 |
0.410
Ask Size: 8,200 |
Heineken NV |
90.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SV637S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-06-06 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
24.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.12 |
| Time value: |
0.26 |
| Break-even: |
93.80 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
14.67 |
| Rho: |
0.07 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.86% |
| 1 Month |
|
|
+24.14% |
| 3 Months |
|
|
-47.83% |
| YTD |
|
|
-45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.340 |
| 1M High / 1M Low: |
0.420 |
0.170 |
| 6M High / 6M Low: |
0.820 |
0.120 |
| High (YTD): |
2024-02-08 |
0.820 |
| Low (YTD): |
2024-03-21 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.370 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.410 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.81% |
| Volatility 6M: |
|
211.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
