Soc. Generale Call 85 HEIA 21.06.2024
/ DE000SU10LU9
Soc. Generale Call 85 HEIA 21.06..../ DE000SU10LU9 /
| 2024-06-04 3:58:16 PM |
Chg.-0.030 |
Bid5:30:06 PM |
Ask5:30:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-4.55% |
0.580
Bid Size: 5,200 |
0.640
Ask Size: 5,200 |
Heineken NV |
85.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU10LU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.18 |
| Parity: |
0.62 |
| Time value: |
0.04 |
| Break-even: |
91.60 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
12.59 |
| Rho: |
0.04 |
Quote data
| Open: |
0.600 |
| High: |
0.630 |
| Low: |
0.570 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.00% |
| 1 Month |
|
|
-7.35% |
| 3 Months |
|
|
+43.18% |
| YTD |
|
|
-38.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.660 |
| 1M High / 1M Low: |
1.200 |
0.630 |
| 6M High / 6M Low: |
1.220 |
0.290 |
| High (YTD): |
2024-02-09 |
1.220 |
| Low (YTD): |
2024-03-19 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.757 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.33% |
| Volatility 6M: |
|
176.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
