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Soc. Generale Call 540 SLHN 21.06.../  DE000SN35B68  /

Frankfurt Zert./SG
2024-05-23  9:52:49 AM Chg.+0.060 Bid10:23:09 AM Ask10:23:09 AM Underlying Strike price Expiration date Option type
0.840EUR +7.69% 0.830
Bid Size: 40,000		 0.840
Ask Size: 40,000		 SWISS LIFE HOLDING A... 540.00 CHF 2024-06-21 Call
 

Master data

WKN: SN35B6
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 540.00 CHF
Maturity: 2024-06-21
Issue date: 2022-06-28
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.74
Implied volatility: 0.69
Historic volatility: 0.20
Parity: 0.74
Time value: 0.18
Break-even: 636.88
Moneyness: 1.13
Premium: 0.03
Premium p.a.: 0.45
Spread abs.: 0.23
Spread %: 33.33%
Delta: 0.78
Theta: -0.65
Omega: 5.23
Rho: 0.31
 

Quote data

Open: 0.820
High: 0.840
Low: 0.820
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.80%
1 Month  
+9.09%
3 Months
  -22.22%
YTD  
+33.33%
1 Year  
+52.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.250 0.780
1M High / 1M Low: 1.250 0.660
6M High / 6M Low: 1.320 0.440
High (YTD): 2024-03-13 1.320
Low (YTD): 2024-04-18 0.590
52W High: 2024-03-13 1.320
52W Low: 2023-07-10 0.350
Avg. price 1W:   0.900
Avg. volume 1W:   0.000
Avg. price 1M:   0.856
Avg. volume 1M:   0.000
Avg. price 6M:   0.781
Avg. volume 6M:   0.000
Avg. price 1Y:   0.657
Avg. volume 1Y:   0.000
Volatility 1M:   193.25%
Volatility 6M:   127.69%
Volatility 1Y:   123.20%
Volatility 3Y:   -