Soc. Generale Call 90 HEIA 20.12.2024
/ DE000SU10LX3
Soc. Generale Call 90 HEIA 20.12..../ DE000SU10LX3 /
24/06/2024 09:37:54 |
Chg.-0.030 |
Bid19:29:20 |
Ask19:29:20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-3.75% |
0.720 Bid Size: 4,200 |
0.740 Ask Size: 4,200 |
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: |
11.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.71 |
Intrinsic value: |
0.29 |
Implied volatility: |
0.21 |
Historic volatility: |
0.18 |
Parity: |
0.29 |
Time value: |
0.50 |
Break-even: |
97.90 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.28% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
7.76 |
Rho: |
0.26 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.47% |
1 Month |
|
|
-16.30% |
3 Months |
|
|
+92.50% |
YTD |
|
|
-18.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.740 |
1M High / 1M Low: |
0.940 |
0.660 |
6M High / 6M Low: |
1.080 |
0.380 |
High (YTD): |
20/05/2024 |
1.080 |
Low (YTD): |
21/03/2024 |
0.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.800 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.827 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.740 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
169.71% |
Volatility 6M: |
|
141.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |