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Soc. Generale Call 550 SLHN 21.06.../  DE000SN7S0F1  /

Frankfurt Zert./SG
2024-05-24  9:39:26 PM Chg.+0.080 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.720EUR +12.50% 0.720
Bid Size: 4,200		 0.950
Ask Size: 4,200		 SWISS LIFE HOLDING A... 550.00 CHF 2024-06-21 Call
 

Master data

WKN: SN7S0F
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 550.00 CHF
Maturity: 2024-06-21
Issue date: 2022-08-03
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.34
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.70
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 0.70
Time value: 0.05
Break-even: 631.18
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.89
Theta: -0.27
Omega: 7.40
Rho: 0.37
 

Quote data

Open: 0.600
High: 0.830
Low: 0.600
Previous Close: 0.640
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.41%
1 Month  
+12.50%
3 Months
  -28.00%
YTD  
+30.91%
1 Year  
+60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.640
1M High / 1M Low: 1.140 0.560
6M High / 6M Low: 1.220 0.380
High (YTD): 2024-03-13 1.220
Low (YTD): 2024-04-18 0.520
52W High: 2024-03-13 1.220
52W Low: 2023-07-10 0.310
Avg. price 1W:   0.710
Avg. volume 1W:   0.000
Avg. price 1M:   0.757
Avg. volume 1M:   0.000
Avg. price 6M:   0.703
Avg. volume 6M:   0.000
Avg. price 1Y:   0.590
Avg. volume 1Y:   0.000
Volatility 1M:   209.04%
Volatility 6M:   132.48%
Volatility 1Y:   128.75%
Volatility 3Y:   -