Soc. Generale Call 60 HOLN 20.09.2024
/ DE000SW13NW1
Soc. Generale Call 60 HOLN 20.09..../ DE000SW13NW1 /
| 11/07/2024 20:15:30 |
Chg.+0.080 |
Bid11/07/2024 |
Ask11/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
+3.83% |
2.170
Bid Size: 6,000 |
2.460
Ask Size: 6,000 |
HOLCIM N |
60.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SW13NW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
10/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.23 |
| Parity: |
2.13 |
| Time value: |
0.10 |
| Break-even: |
83.94 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.46 |
| Rho: |
0.11 |
Quote data
| Open: |
2.060 |
| High: |
2.320 |
| Low: |
2.060 |
| Previous Close: |
2.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.90% |
| 1 Month |
|
|
+9.60% |
| 3 Months |
|
|
+20.56% |
| YTD |
|
|
+152.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
2.010 |
| 1M High / 1M Low: |
2.160 |
1.780 |
| 6M High / 6M Low: |
2.160 |
0.590 |
| High (YTD): |
13/06/2024 |
2.160 |
| Low (YTD): |
23/01/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.559 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.91% |
| Volatility 6M: |
|
110.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
