Soc. Generale Call 220 HNR1 21.03.2025
/ DE000SW94NP5
Soc. Generale Call 220 HNR1 21.03.../ DE000SW94NP5 /
| 1/24/2025 9:44:06 PM |
Chg.-0.450 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.960EUR |
-10.20% |
3.950
Bid Size: 800 |
4.040
Ask Size: 800 |
HANNOVER RUECK SE NA... |
220.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
SW94NP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
5/9/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.88 |
| Intrinsic value: |
3.78 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
3.78 |
| Time value: |
0.22 |
| Break-even: |
260.00 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.01% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
5.90 |
| Rho: |
0.30 |
Quote data
| Open: |
4.410 |
| High: |
4.440 |
| Low: |
3.960 |
| Previous Close: |
4.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.90% |
| 1 Month |
|
|
+40.43% |
| 3 Months |
|
|
+18.21% |
| YTD |
|
|
+46.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.410 |
3.720 |
| 1M High / 1M Low: |
4.410 |
2.700 |
| 6M High / 6M Low: |
4.880 |
1.390 |
| High (YTD): |
1/23/2025 |
4.410 |
| Low (YTD): |
1/14/2025 |
2.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.467 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.452 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.58% |
| Volatility 6M: |
|
136.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |