Soc. Generale Call 460 SLHN 21.06.2024
/ DE000SN35B27
Soc. Generale Call 460 SLHN 21.06.../ DE000SN35B27 /
| 2024-05-24 9:41:46 PM |
Chg.+0.940 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 16.200EUR |
+6.16% |
16.220
Bid Size: 250 |
18.520
Ask Size: 250 |
SWISS LIFE HOLDING A... |
460.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SN35B2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-06-28 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
16.20 |
| Intrinsic value: |
16.06 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.20 |
| Parity: |
16.06 |
| Time value: |
0.42 |
| Break-even: |
629.97 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
0.61% |
| Delta: |
0.95 |
| Theta: |
-0.27 |
| Omega: |
3.60 |
| Rho: |
0.33 |
Quote data
| Open: |
14.910 |
| High: |
17.130 |
| Low: |
14.910 |
| Previous Close: |
15.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.92% |
| 1 Month |
|
|
+4.45% |
| 3 Months |
|
|
-14.69% |
| YTD |
|
|
+17.73% |
| 1 Year |
|
|
+62.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
16.950 |
15.260 |
| 1M High / 1M Low: |
20.610 |
14.630 |
| 6M High / 6M Low: |
21.430 |
10.960 |
| High (YTD): |
2024-03-13 |
21.430 |
| Low (YTD): |
2024-01-05 |
13.290 |
| 52W High: |
2024-03-13 |
21.430 |
| 52W Low: |
2023-07-06 |
8.320 |
| Avg. price 1W: |
|
15.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
16.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
15.621 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
13.399 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
113.26% |
| Volatility 6M: |
|
72.83% |
| Volatility 1Y: |
|
74.91% |
| Volatility 3Y: |
|
- |
