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

EUWAX
2024-06-14  8:24:41 AM Chg.-0.140 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.840EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 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: 0.92
Intrinsic value: 0.92
Implied volatility: 1.07
Historic volatility: 0.20
Parity: 0.92
Time value: 0.06
Break-even: 664.68
Moneyness: 1.16
Premium: 0.01
Premium p.a.: 0.75
Spread abs.: 0.01
Spread %: 1.03%
Delta: 0.88
Theta: -1.57
Omega: 5.90
Rho: 0.08
 

Quote data

Open: 0.840
High: 0.840
Low: 0.840
Previous Close: 0.980
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.62%
1 Month
  -18.45%
3 Months
  -19.23%
YTD  
+44.83%
1 Year  
+64.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.770
1M High / 1M Low: 1.030 0.690
6M High / 6M Low: 1.200 0.580
High (YTD): 2024-03-07 1.200
Low (YTD): 2024-01-19 0.590
52W High: 2024-03-07 1.200
52W Low: 2023-07-10 0.350
Avg. price 1W:   0.848
Avg. volume 1W:   0.000
Avg. price 1M:   0.827
Avg. volume 1M:   0.000
Avg. price 6M:   0.824
Avg. volume 6M:   80.645
Avg. price 1Y:   0.679
Avg. volume 1Y:   39.216
Volatility 1M:   200.33%
Volatility 6M:   177.88%
Volatility 1Y:   150.91%
Volatility 3Y:   -