Soc. Generale Call 105 HOLN 20.12.2024
/ DE000SY54Z30
Soc. Generale Call 105 HOLN 20.12.../ DE000SY54Z30 /
12/09/2024 09:55:57 |
Chg.+0.017 |
Bid10:09:17 |
Ask10:09:17 |
Underlying |
Strike price |
Expiration date |
Option type |
0.033EUR |
+106.25% |
0.033 Bid Size: 200,000 |
0.043 Ask Size: 200,000 |
HOLCIM N |
105.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
SY54Z3 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
25/07/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
233.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.21 |
Parity: |
-2.79 |
Time value: |
0.04 |
Break-even: |
112.24 |
Moneyness: |
0.75 |
Premium: |
0.34 |
Premium p.a.: |
1.91 |
Spread abs.: |
0.01 |
Spread %: |
38.46% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
14.44 |
Rho: |
0.01 |
Quote data
Open: |
0.015 |
High: |
0.033 |
Low: |
0.015 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+83.33% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.020 |
0.016 |
1M High / 1M Low: |
0.036 |
0.016 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.018 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.023 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
297.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |