Soc. Generale Call 95 HEIA 20.12.2024
/ DE000SU9LNY4
Soc. Generale Call 95 HEIA 20.12..../ DE000SU9LNY4 /
| 5/21/2024 8:38:42 PM |
Chg.-0.020 |
Bid9:06:18 PM |
Ask9:06:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
-2.70% |
0.730
Bid Size: 4,200 |
0.750
Ask Size: 4,200 |
Heineken NV |
95.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU9LNY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/20/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.17 |
| Time value: |
0.59 |
| Break-even: |
102.60 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
8.09 |
| Rho: |
0.31 |
Quote data
| Open: |
0.740 |
| High: |
0.740 |
| Low: |
0.700 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.03% |
| 1 Month |
|
|
+80.00% |
| 3 Months |
|
|
+84.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.610 |
| 1M High / 1M Low: |
0.740 |
0.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.678 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.541 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
