Soc. Generale Call 800 SLHN 21.03.../  DE000SW98320  /

Frankfurt Zert./SG
2024-06-21  9:45:34 PM Chg.-0.002 Bid9:59:48 PM Ask9:59:48 PM Underlying Strike price Expiration date Option type
0.089EUR -2.20% 0.090
Bid Size: 10,000
0.110
Ask Size: 10,000
SWISS LIFE HOLDING A... 800.00 CHF 2025-03-21 Call
 

Master data

WKN: SW9832
Issuer: Société Générale
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 2025-03-21
Issue date: 2024-05-13
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 61.96
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -1.55
Time value: 0.11
Break-even: 847.64
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.34
Spread abs.: 0.02
Spread %: 19.57%
Delta: 0.18
Theta: -0.07
Omega: 11.21
Rho: 0.84
 

Quote data

Open: 0.086
High: 0.098
Low: 0.086
Previous Close: 0.091
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.58%
1 Month  
+53.45%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.078
1M High / 1M Low: 0.091 0.056
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.085
Avg. volume 1W:   0.000
Avg. price 1M:   0.072
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -