Soc. Generale Call 100 HOLN 20.12.2024
/ DE000SW7HTR5
Soc. Generale Call 100 HOLN 20.12.../ DE000SW7HTR5 /
12/09/2024 16:02:27 |
Chg.+0.016 |
Bid16:47:48 |
Ask16:47:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
+72.73% |
0.042 Bid Size: 200,000 |
0.052 Ask Size: 200,000 |
HOLCIM N |
100.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
SW7HTR |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
11/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
200.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.21 |
Parity: |
-2.26 |
Time value: |
0.04 |
Break-even: |
106.97 |
Moneyness: |
0.79 |
Premium: |
0.27 |
Premium p.a.: |
1.44 |
Spread abs.: |
0.01 |
Spread %: |
31.25% |
Delta: |
0.08 |
Theta: |
-0.01 |
Omega: |
15.47 |
Rho: |
0.02 |
Quote data
Open: |
0.022 |
High: |
0.042 |
Low: |
0.022 |
Previous Close: |
0.022 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+58.33% |
1 Month |
|
|
+35.71% |
3 Months |
|
|
-29.63% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.022 |
1M High / 1M Low: |
0.040 |
0.022 |
6M High / 6M Low: |
0.110 |
0.015 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.024 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.029 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.048 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
224.66% |
Volatility 6M: |
|
244.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |