Soc. Generale Call 85 HEIA 21.06.2024
/ DE000SU10LU9
Soc. Generale Call 85 HEIA 21.06..../ DE000SU10LU9 /
| 5/22/2024 9:50:55 AM |
Chg.-0.07 |
Bid10:00:14 AM |
Ask10:00:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-5.93% |
1.11
Bid Size: 15,000 |
1.13
Ask Size: 15,000 |
Heineken NV |
85.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
SU10LU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
1.14 |
| Time value: |
0.07 |
| Break-even: |
97.10 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.68% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
7.19 |
| Rho: |
0.06 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.09% |
| 1 Month |
|
|
+70.77% |
| 3 Months |
|
|
+65.67% |
| YTD |
|
|
+8.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.94 |
| 1M High / 1M Low: |
1.20 |
0.63 |
| 6M High / 6M Low: |
1.22 |
0.29 |
| High (YTD): |
2/9/2024 |
1.22 |
| Low (YTD): |
3/19/2024 |
0.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.86% |
| Volatility 6M: |
|
175.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
