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

Frankfurt Zert./SG
2024-05-24  9:45:08 PM Chg.+0.050 Bid9:56:13 PM Ask9:56:13 PM Underlying Strike price Expiration date Option type
0.170EUR +41.67% 0.170
Bid Size: 10,000		 0.250
Ask Size: 10,000		 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: 41.72
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -0.01
Time value: 0.15
Break-even: 641.96
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 0.39
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.52
Theta: -0.29
Omega: 21.65
Rho: 0.24
 

Quote data

Open: 0.100
High: 0.200
Low: 0.100
Previous Close: 0.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.56%
1 Month  
+54.55%
3 Months
  -61.36%
YTD     0.00%
1 Year
  -15.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.120
1M High / 1M Low: 0.430 0.086
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:   0.160
Avg. volume 1W:   0.000
Avg. price 1M:   0.174
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.205
Avg. volume 1Y:   0.000
Volatility 1M:   498.67%
Volatility 6M:   273.04%
Volatility 1Y:   222.41%
Volatility 3Y:   -