Soc. Generale Call 90 HEIA 21.06.2024
/ DE000SV637S5
Soc. Generale Call 90 HEIA 21.06..../ DE000SV637S5 /
5/16/2024 9:39:09 PM |
Chg.+0.020 |
Bid9:58:16 PM |
Ask9:58:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.600EUR |
+3.45% |
0.600 Bid Size: 5,000 |
0.630 Ask Size: 5,000 |
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: |
15.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
0.49 |
Time value: |
0.11 |
Break-even: |
96.00 |
Moneyness: |
1.05 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.69% |
Delta: |
0.80 |
Theta: |
-0.03 |
Omega: |
12.59 |
Rho: |
0.07 |
Quote data
Open: |
0.560 |
High: |
0.610 |
Low: |
0.560 |
Previous Close: |
0.580 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
+233.33% |
3 Months |
|
|
+66.67% |
YTD |
|
|
-9.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.510 |
1M High / 1M Low: |
0.580 |
0.170 |
6M High / 6M Low: |
0.820 |
0.120 |
High (YTD): |
2/8/2024 |
0.820 |
Low (YTD): |
3/21/2024 |
0.120 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.530 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.366 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.409 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.54% |
Volatility 6M: |
|
220.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |