Soc. Generale Call 60 HOLN 20.09.2024
/ DE000SW13NW1
Soc. Generale Call 60 HOLN 20.09..../ DE000SW13NW1 /
| 8/7/2024 8:09:36 PM |
Chg.+0.170 |
Bid9:12:41 PM |
Ask9:12:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.560EUR |
+12.23% |
1.490
Bid Size: 7,000 |
1.910
Ask Size: 7,000 |
HOLCIM N |
60.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SW13NW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.21 |
| Parity: |
1.31 |
| Time value: |
0.21 |
| Break-even: |
79.67 |
| Moneyness: |
1.20 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.83 |
| Theta: |
-0.06 |
| Omega: |
4.21 |
| Rho: |
0.06 |
Quote data
| Open: |
1.360 |
| High: |
1.770 |
| Low: |
1.360 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.09% |
| 1 Month |
|
|
-22.39% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
+81.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
1.390 |
| 1M High / 1M Low: |
2.490 |
1.390 |
| 6M High / 6M Low: |
2.490 |
0.670 |
| High (YTD): |
7/23/2024 |
2.490 |
| Low (YTD): |
1/23/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.774 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.159 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.776 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.94% |
| Volatility 6M: |
|
87.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
