Soc. Generale Call 105 HEIA 20.06.2025
/ DE000SW997B8
Soc. Generale Call 105 HEIA 20.06.../ DE000SW997B8 /
| 2024-09-24 10:12:07 AM |
Chg.-0.011 |
Bid4:59:28 PM |
Ask4:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.045EUR |
-19.64% |
0.048
Bid Size: 60,000 |
0.058
Ask Size: 60,000 |
Heineken NV |
105.00 EUR |
2025-06-20 |
Call |
Master data
| WKN: |
SW997B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
130.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.19 |
| Parity: |
-2.65 |
| Time value: |
0.06 |
| Break-even: |
105.60 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
12.26 |
| Rho: |
0.05 |
Quote data
| Open: |
0.043 |
| High: |
0.045 |
| Low: |
0.043 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.12% |
| 1 Month |
|
|
-40.79% |
| 3 Months |
|
|
-87.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.082 |
0.056 |
| 1M High / 1M Low: |
0.090 |
0.056 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
