Soc. Generale Call 110 HOLN 20.12.2024
/ DE000SW8L8S4
Soc. Generale Call 110 HOLN 20.12.../ DE000SW8L8S4 /
12/09/2024 21:49:47 |
Chg.+0.004 |
Bid12/09/2024 |
Ask12/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.019EUR |
+26.67% |
0.019 Bid Size: 20,000 |
0.049 Ask Size: 20,000 |
HOLCIM N |
110.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
SW8L8S |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
05/04/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
240.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.21 |
Parity: |
-3.32 |
Time value: |
0.04 |
Break-even: |
117.56 |
Moneyness: |
0.72 |
Premium: |
0.40 |
Premium p.a.: |
2.45 |
Spread abs.: |
0.01 |
Spread %: |
40.00% |
Delta: |
0.06 |
Theta: |
-0.01 |
Omega: |
13.22 |
Rho: |
0.01 |
Quote data
Open: |
0.013 |
High: |
0.031 |
Low: |
0.013 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+11.76% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
0.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.015 |
1M High / 1M Low: |
0.022 |
0.014 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.017 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
258.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |