Soc. Generale Call 500 SLHN 21.06.2024
/ DE000SN35B43
Soc. Generale Call 500 SLHN 21.06.../ DE000SN35B43 /
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: |
4.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.03 |
Intrinsic value: |
12.89 |
Implied volatility: |
0.62 |
Historic volatility: |
0.20 |
Parity: |
12.89 |
Time value: |
0.51 |
Break-even: |
637.94 |
Moneyness: |
1.26 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.10 |
Spread %: |
0.75% |
Delta: |
0.93 |
Theta: |
-0.32 |
Omega: |
4.38 |
Rho: |
0.33 |
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 |
|
|
+15.33% |
3 Months |
|
|
-17.80% |
YTD |
|
|
+23.38% |
1 Year |
|
|
+67.68% |
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: |
|
11.976 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
12.597 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
11.670 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
9.840 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
140.90% |
Volatility 6M: |
|
92.78% |
Volatility 1Y: |
|
94.13% |
Volatility 3Y: |
|
- |