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Soc. Generale Call 500 SLHN 21.06.../  DE000SN35B43  /

Frankfurt Zert./SG
2024-05-24  9:49:33 PM Chg.+0.920 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
12.190EUR +8.16% 12.220
Bid Size: 300		 14.510
Ask Size: 300		 SWISS LIFE HOLDING A... 500.00 CHF 2024-06-21 Call
 

Master data

WKN: SN35B4
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 500.00 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: 5.02
Leverage: Yes

Calculated values

Fair value: 12.17
Intrinsic value: 12.02
Implied volatility: 0.55
Historic volatility: 0.20
Parity: 12.02
Time value: 0.45
Break-even: 630.32
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.10
Spread %: 0.81%
Delta: 0.93
Theta: -0.27
Omega: 4.68
Rho: 0.35
 

Quote data

Open: 10.900
High: 13.150
Low: 10.900
Previous Close: 11.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.74%
1 Month  
+6.74%
3 Months
  -17.80%
YTD  
+23.38%
1 Year  
+69.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.940 11.270
1M High / 1M Low: 16.500 10.570
6M High / 6M Low: 17.280 7.460
High (YTD): 2024-03-13 17.280
Low (YTD): 2024-01-05 9.450
52W High: 2024-03-13 17.280
52W Low: 2023-07-06 5.620
Avg. price 1W:   11.888
Avg. volume 1W:   0.000
Avg. price 1M:   12.560
Avg. volume 1M:   0.000
Avg. price 6M:   11.637
Avg. volume 6M:   0.000
Avg. price 1Y:   9.820
Avg. volume 1Y:   0.000
Volatility 1M:   141.47%
Volatility 6M:   92.38%
Volatility 1Y:   93.83%
Volatility 3Y:   -