Soc. Generale Call 100 HOLN 20.09.2024
/ DE000SW8BZ01
Soc. Generale Call 100 HOLN 20.09.../ DE000SW8BZ01 /
| 11/07/2024 19:52:56 |
Chg.0.000 |
Bid20:05:00 |
Ask20:05:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
0.00% |
0.012
Bid Size: 20,000 |
0.042
Ask Size: 20,000 |
HOLCIM N |
100.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SW8BZ0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
259.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-1.98 |
| Time value: |
0.03 |
| Break-even: |
103.05 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.01 |
| Spread %: |
45.45% |
| Delta: |
0.07 |
| Theta: |
-0.01 |
| Omega: |
17.84 |
| Rho: |
0.01 |
Quote data
| Open: |
0.009 |
| High: |
0.025 |
| Low: |
0.009 |
| Previous Close: |
0.012 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.29% |
| 1 Month |
|
|
+9.09% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.012 |
| 1M High / 1M Low: |
0.018 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
