Soc. Generale Call 60 HOLN 20.09.2024
/ DE000SW13NW1
Soc. Generale Call 60 HOLN 20.09..../ DE000SW13NW1 /
2024-09-12 6:58:26 PM |
Chg.+0.120 |
Bid7:13:52 PM |
Ask7:13:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.960EUR |
+6.52% |
1.970 Bid Size: 6,000 |
2.270 Ask Size: 6,000 |
HOLCIM N |
60.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
SW13NW |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.01 |
Intrinsic value: |
2.01 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
2.01 |
Time value: |
-0.01 |
Break-even: |
83.93 |
Moneyness: |
1.31 |
Premium: |
0.00 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.50% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.890 |
High: |
2.170 |
Low: |
1.890 |
Previous Close: |
1.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.08% |
1 Month |
|
|
+23.27% |
3 Months |
|
|
-7.11% |
YTD |
|
|
+127.91% |
1 Year |
|
|
+415.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.970 |
1.840 |
1M High / 1M Low: |
2.180 |
1.550 |
6M High / 6M Low: |
2.490 |
1.390 |
High (YTD): |
2024-07-23 |
2.490 |
Low (YTD): |
2024-01-23 |
0.590 |
52W High: |
2024-07-23 |
2.490 |
52W Low: |
2023-10-24 |
0.280 |
Avg. price 1W: |
|
1.908 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.952 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.936 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.314 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
85.81% |
Volatility 6M: |
|
78.49% |
Volatility 1Y: |
|
109.62% |
Volatility 3Y: |
|
- |