Soc. Generale Call 76 HEN3 21.03.2025
/ DE000SW20BN0
Soc. Generale Call 76 HEN3 21.03..../ DE000SW20BN0 /
| 24/01/2025 09:51:15 |
Chg.+0.050 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+6.02% |
-
Bid Size: - |
-
Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
76.00 - |
21/03/2025 |
Call |
Master data
| WKN: |
SW20BN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 - |
| Maturity: |
21/03/2025 |
| Issue date: |
01/09/2023 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.16 |
| Parity: |
0.78 |
| Time value: |
0.11 |
| Break-even: |
84.90 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
7.90 |
| Rho: |
0.09 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.64% |
| 1 Month |
|
|
-3.30% |
| 3 Months |
|
|
+8.64% |
| YTD |
|
|
-8.33% |
| 1 Year |
|
|
+100.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.760 |
| 1M High / 1M Low: |
0.990 |
0.740 |
| 6M High / 6M Low: |
1.120 |
0.480 |
| High (YTD): |
02/01/2025 |
0.990 |
| Low (YTD): |
16/01/2025 |
0.740 |
| 52W High: |
12/06/2024 |
1.360 |
| 52W Low: |
04/03/2024 |
0.240 |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.813 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.781 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
117.65% |
| Volatility 6M: |
|
122.75% |
| Volatility 1Y: |
|
135.51% |
| Volatility 3Y: |
|
- |