Soc. Generale Call 80 HEIA 20.09.2024
/ DE000SW35710
Soc. Generale Call 80 HEIA 20.09..../ DE000SW35710 /
| 2024-09-19 9:44:13 PM |
Chg.+0.010 |
Bid9:59:48 PM |
Ask2024-09-19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+14.93% |
0.074
Bid Size: 10,000 |
-
Ask Size: - |
Heineken NV |
80.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW3571 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
96.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
0.04 |
| Time value: |
0.04 |
| Break-even: |
80.83 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
6.01 |
| Spread abs.: |
0.02 |
| Spread %: |
23.88% |
| Delta: |
0.61 |
| Theta: |
-0.30 |
| Omega: |
59.06 |
| Rho: |
0.00 |
Quote data
| Open: |
0.088 |
| High: |
0.140 |
| Low: |
0.077 |
| Previous Close: |
0.067 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-77.35% |
| 1 Month |
|
|
-54.71% |
| 3 Months |
|
|
-94.17% |
| YTD |
|
|
-94.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.067 |
| 1M High / 1M Low: |
0.340 |
0.067 |
| 6M High / 6M Low: |
1.740 |
0.067 |
| High (YTD): |
2024-05-20 |
1.740 |
| Low (YTD): |
2024-09-18 |
0.067 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.924 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
479.97% |
| Volatility 6M: |
|
243.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
