OverviewChartNewsTraderScreen

Soc. Generale Call 620 SLHN 21.06.../  DE000SN7CTL0  /

Frankfurt Zert./SG
2024-06-14  6:44:38 PM Chg.+0.020 Bid9:25:42 PM Ask- Underlying Strike price Expiration date Option type
0.150EUR +15.38% -
Bid Size: -		 -
Ask Size: -		 SWISS LIFE HOLDING A... 620.00 CHF 2024-06-21 Call
 

Master data

WKN: SN7CTL
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 620.00 CHF
Maturity: 2024-06-21
Issue date: 2022-07-26
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 36.59
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.08
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 0.08
Time value: 0.10
Break-even: 668.64
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 1.51
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.61
Theta: -1.12
Omega: 22.24
Rho: 0.06
 

Quote data

Open: 0.120
High: 0.170
Low: 0.120
Previous Close: 0.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -16.67%
3 Months
  -46.43%
YTD
  -11.76%
1 Year
  -21.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.097
1M High / 1M Low: 0.210 0.094
6M High / 6M Low: 0.560 0.086
High (YTD): 2024-03-13 0.560
Low (YTD): 2024-05-02 0.086
52W High: 2024-03-13 0.560
52W Low: 2024-05-02 0.086
Avg. price 1W:   0.139
Avg. volume 1W:   0.000
Avg. price 1M:   0.149
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.201
Avg. volume 1Y:   0.000
Volatility 1M:   464.34%
Volatility 6M:   309.72%
Volatility 1Y:   247.76%
Volatility 3Y:   -