Soc. Generale Call 110 HOLN 20.12.2024
/ DE000SW8L8S4
Soc. Generale Call 110 HOLN 20.12.../ DE000SW8L8S4 /
| 11/07/2024 08:53:44 |
Chg.-0.002 |
Bid18:07:16 |
Ask18:07:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.020EUR |
-9.09% |
0.026
Bid Size: 20,000 |
0.056
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: |
188.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
-3.01 |
| Time value: |
0.04 |
| Break-even: |
113.44 |
| Moneyness: |
0.73 |
| Premium: |
0.37 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
0.07 |
| Theta: |
-0.01 |
| Omega: |
13.04 |
| Rho: |
0.02 |
Quote data
| Open: |
0.020 |
| High: |
0.020 |
| Low: |
0.020 |
| Previous Close: |
0.022 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.035 |
0.018 |
| 1M High / 1M Low: |
0.035 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
594.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
