Soc. Generale Call 90 HEIA 20.12.2024
/ DE000SU10LX3
Soc. Generale Call 90 HEIA 20.12..../ DE000SU10LX3 /
| 14/06/2024 21:37:35 |
Chg.+0.030 |
Bid21:56:55 |
Ask21:56:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
0.930
Bid Size: 3,300 |
0.950
Ask Size: 3,300 |
Heineken NV |
90.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU10LX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
09/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.44 |
| Break-even: |
99.00 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.12% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
7.41 |
| Rho: |
0.30 |
Quote data
| Open: |
0.880 |
| High: |
0.940 |
| Low: |
0.880 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.55% |
| 1 Month |
|
|
+1.10% |
| 3 Months |
|
|
+104.44% |
| YTD |
|
|
-1.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.870 |
| 1M High / 1M Low: |
1.070 |
0.650 |
| 6M High / 6M Low: |
1.090 |
0.370 |
| High (YTD): |
08/02/2024 |
1.090 |
| Low (YTD): |
21/03/2024 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.904 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.08% |
| Volatility 6M: |
|
131.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
