Soc. Generale Call 80 HEIA 20.12.2024
/ DE000SU2GSY8
Soc. Generale Call 80 HEIA 20.12..../ DE000SU2GSY8 /
6/14/2024 9:34:47 AM |
Chg.-0.04 |
Bid4:29:16 PM |
Ask4:29:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.71EUR |
-2.29% |
1.66 Bid Size: 20,000 |
1.67 Ask Size: 20,000 |
Heineken NV |
80.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SU2GSY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Heineken NV |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
11/20/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.64 |
Intrinsic value: |
1.46 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
1.46 |
Time value: |
0.21 |
Break-even: |
96.70 |
Moneyness: |
1.18 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.60% |
Delta: |
0.91 |
Theta: |
-0.01 |
Omega: |
5.14 |
Rho: |
0.36 |
Quote data
Open: |
1.71 |
High: |
1.71 |
Low: |
1.71 |
Previous Close: |
1.75 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.40% |
1 Month |
|
|
+3.01% |
3 Months |
|
|
+55.45% |
YTD |
|
|
+6.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.75 |
1.64 |
1M High / 1M Low: |
1.89 |
1.33 |
6M High / 6M Low: |
1.89 |
0.89 |
High (YTD): |
5/20/2024 |
1.89 |
Low (YTD): |
3/20/2024 |
0.89 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.69 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.41 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.59% |
Volatility 6M: |
|
93.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |