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Soc. Generale Call 90 HEIA 21.06..../  DE000SV637S5  /

Frankfurt Zert./SG
6/6/2024  7:01:52 PM Chg.+0.060 Bid8:03:56 PM Ask8:03:56 PM Underlying Strike price Expiration date Option type
0.500EUR +13.64% 0.500
Bid Size: 6,000		 0.550
Ask Size: 6,000		 Heineken NV 90.00 EUR 6/21/2024 Call
 

Master data

WKN: SV637S
Issuer: Société Générale
Currency: EUR
Underlying: Heineken NV
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 6/21/2024
Issue date: 6/6/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.88
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.40
Implied volatility: 0.23
Historic volatility: 0.18
Parity: 0.40
Time value: 0.05
Break-even: 94.50
Moneyness: 1.04
Premium: 0.01
Premium p.a.: 0.14
Spread abs.: 0.03
Spread %: 7.14%
Delta: 0.84
Theta: -0.04
Omega: 17.49
Rho: 0.03
 

Quote data

Open: 0.540
High: 0.550
Low: 0.480
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+78.57%
1 Month  
+100.00%
3 Months  
+138.10%
YTD
  -24.24%
1 Year
  -60.32%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.190
1M High / 1M Low: 0.710 0.190
6M High / 6M Low: 0.820 0.120
High (YTD): 2/8/2024 0.820
Low (YTD): 3/21/2024 0.120
52W High: 7/21/2023 1.390
52W Low: 3/21/2024 0.120
Avg. price 1W:   0.280
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   0.573
Avg. volume 1Y:   0.000
Volatility 1M:   505.32%
Volatility 6M:   290.93%
Volatility 1Y:   223.52%
Volatility 3Y:   -