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

Frankfurt Zert./SG
14/06/2024  18:42:14 Chg.+0.010 Bid21:26:07 Ask- Underlying Strike price Expiration date Option type
0.760EUR +1.33% 0.750
Bid Size: 4,000		 -
Ask Size: -		 SWISS LIFE HOLDING A... 550.00 CHF 21/06/2024 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: 21/06/2024
Issue date: 03/08/2022
Last trading day: 20/06/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.81
Implied volatility: 0.95
Historic volatility: 0.20
Parity: 0.81
Time value: 0.06
Break-even: 664.18
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.67
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -1.42
Omega: 6.62
Rho: 0.08
 

Quote data

Open: 0.720
High: 0.850
Low: 0.720
Previous Close: 0.750
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.33%
1 Month
  -33.33%
3 Months
  -7.32%
YTD  
+38.18%
1 Year  
+68.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.680
1M High / 1M Low: 1.140 0.620
6M High / 6M Low: 1.220 0.510
High (YTD): 13/03/2024 1.220
Low (YTD): 18/04/2024 0.520
52W High: 13/03/2024 1.220
52W Low: 10/07/2023 0.310
Avg. price 1W:   0.748
Avg. volume 1W:   0.000
Avg. price 1M:   0.740
Avg. volume 1M:   0.000
Avg. price 6M:   0.738
Avg. volume 6M:   0.000
Avg. price 1Y:   0.607
Avg. volume 1Y:   0.000
Volatility 1M:   190.19%
Volatility 6M:   134.39%
Volatility 1Y:   130.69%
Volatility 3Y:   -