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 |
Bid6:44:21 PM |
Ask6:44:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-2.29% |
1.70
Bid Size: 2,000 |
1.73
Ask Size: 2,000 |
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: |
|
- |
