Soc. Generale Call 90 HEIA 20.12.2024
/ DE000SU10LX3
Soc. Generale Call 90 HEIA 20.12..../ DE000SU10LX3 /
| 6/3/2024 9:45:30 AM |
Chg.-0.030 |
Bid4:34:10 PM |
Ask4:34:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-4.23% |
0.690
Bid Size: 30,000 |
0.700
Ask Size: 30,000 |
Heineken NV |
90.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
SU10LX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.19 |
| Time value: |
0.56 |
| Break-even: |
97.50 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.64 |
| Theta: |
-0.02 |
| Omega: |
7.79 |
| Rho: |
0.28 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
+47.83% |
| YTD |
|
|
-27.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.710 |
| 1M High / 1M Low: |
1.080 |
0.660 |
| 6M High / 6M Low: |
1.080 |
0.380 |
| High (YTD): |
5/20/2024 |
1.080 |
| Low (YTD): |
3/21/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.816 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.870 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.734 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.62% |
| Volatility 6M: |
|
130.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
