Soc. Generale Call 90 HEIA 20.09.2024
/ DE000SW1ZPT4
Soc. Generale Call 90 HEIA 20.09..../ DE000SW1ZPT4 /
| 29/05/2024 13:26:41 |
Chg.-0.070 |
Bid29/05/2024 |
Ask29/05/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-11.11% |
0.560
Bid Size: 30,000 |
0.570
Ask Size: 30,000 |
Heineken NV |
90.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZPT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.34 |
| Time value: |
0.31 |
| Break-even: |
96.50 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.56% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
9.98 |
| Rho: |
0.18 |
Quote data
| Open: |
0.610 |
| High: |
0.620 |
| Low: |
0.560 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.32% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
-29.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.630 |
| 1M High / 1M Low: |
0.890 |
0.460 |
| 6M High / 6M Low: |
0.940 |
0.240 |
| High (YTD): |
08/02/2024 |
0.940 |
| Low (YTD): |
21/03/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.59% |
| Volatility 6M: |
|
160.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
