OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
6/14/2024  9:35:55 PM Chg.-0.020 Bid8:31:38 AM Ask8:31:38 AM Underlying Strike price Expiration date Option type
12.720EUR -0.16% 12.580
Bid Size: 300		 15.580
Ask Size: 300		 SWISS LIFE HOLDING A... 500.00 CHF 6/21/2024 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: 6/21/2024
Issue date: 6/28/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.71
Leverage: Yes

Calculated values

Fair value: 13.42
Intrinsic value: 13.39
Implied volatility: 1.44
Historic volatility: 0.20
Parity: 13.39
Time value: 0.60
Break-even: 664.61
Moneyness: 1.26
Premium: 0.01
Premium p.a.: 0.74
Spread abs.: 0.10
Spread %: 0.72%
Delta: 0.91
Theta: -1.73
Omega: 4.27
Rho: 0.08
 

Quote data

Open: 12.390
High: 13.680
Low: 12.390
Previous Close: 12.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.24%
1 Month  
+8.26%
3 Months
  -3.78%
YTD  
+28.74%
1 Year  
+70.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.120 11.960
1M High / 1M Low: 13.190 11.140
6M High / 6M Low: 17.280 9.290
High (YTD): 3/13/2024 17.280
Low (YTD): 1/5/2024 9.450
52W High: 3/13/2024 17.280
52W Low: 7/6/2023 5.620
Avg. price 1W:   12.646
Avg. volume 1W:   0.000
Avg. price 1M:   12.214
Avg. volume 1M:   0.000
Avg. price 6M:   12.144
Avg. volume 6M:   0.000
Avg. price 1Y:   10.146
Avg. volume 1Y:   0.000
Volatility 1M:   87.70%
Volatility 6M:   91.85%
Volatility 1Y:   94.46%
Volatility 3Y:   -