Soc. Generale Call 100 HEIA 20.09.2024
/ DE000SW1ZPU2
Soc. Generale Call 100 HEIA 20.09.../ DE000SW1ZPU2 /
| 20/05/2024 21:46:04 |
Chg.0.000 |
Bid20/05/2024 |
Ask20/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
0.00% |
0.300
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
Heineken NV |
100.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZPU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
31.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
-0.35 |
| Time value: |
0.31 |
| Break-even: |
103.10 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.44 |
| Theta: |
-0.02 |
| Omega: |
13.57 |
| Rho: |
0.13 |
Quote data
| Open: |
0.300 |
| High: |
0.340 |
| Low: |
0.300 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.43% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
-11.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.230 |
| 1M High / 1M Low: |
0.300 |
0.130 |
| 6M High / 6M Low: |
0.410 |
0.074 |
| High (YTD): |
08/02/2024 |
0.410 |
| Low (YTD): |
21/03/2024 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.210 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.45% |
| Volatility 6M: |
|
182.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
