Soc. Generale Call 90 HEIA 21.03.2025
/ DE000SU9A9J7
Soc. Generale Call 90 HEIA 21.03..../ DE000SU9A9J7 /
| 20/06/2024 13:57:55 |
Chg.+0.050 |
Bid19:41:21 |
Ask19:41:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+5.43% |
1.010
Bid Size: 3,000 |
1.040
Ask Size: 3,000 |
Heineken NV |
90.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
SU9A9J |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Heineken NV |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
14/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
0.27 |
| Time value: |
0.64 |
| Break-even: |
99.10 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.66 |
| Theta: |
-0.02 |
| Omega: |
6.73 |
| Rho: |
0.39 |
Quote data
| Open: |
0.910 |
| High: |
0.970 |
| Low: |
0.910 |
| Previous Close: |
0.920 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.39% |
| 1 Month |
|
|
-21.14% |
| 3 Months |
|
|
+97.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.920 |
| 1M High / 1M Low: |
1.230 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
