Soc. Generale Call 800 SLHN 20.09.../  DE000SU9A857  /

EUWAX
2024-06-21  8:29:20 AM Chg.-0.008 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.008EUR -50.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 800.00 CHF 2024-09-20 Call
 

Master data

WKN: SU9A85
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 2024-09-20
Issue date: 2024-02-14
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 235.03
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -1.55
Time value: 0.03
Break-even: 839.54
Moneyness: 0.81
Premium: 0.23
Premium p.a.: 1.33
Spread abs.: 0.01
Spread %: 52.63%
Delta: 0.08
Theta: -0.08
Omega: 17.89
Rho: 0.12
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.016
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+166.67%
1 Month
  -38.46%
3 Months
  -63.64%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.005
1M High / 1M Low: 0.016 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,273.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -