Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
7/11/2024 9:48:49 PM |
Chg.+0.080 |
Bid9:53:39 PM |
Ask9:53:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.230EUR |
+3.72% |
2.220 Bid Size: 7,000 |
2.490 Ask Size: 7,000 |
HOLCIM N |
60.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
SU1VJY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
11/7/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.23 |
Intrinsic value: |
2.13 |
Implied volatility: |
0.35 |
Historic volatility: |
0.23 |
Parity: |
2.13 |
Time value: |
0.16 |
Break-even: |
84.54 |
Moneyness: |
1.34 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.44% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.36 |
Rho: |
0.24 |
Quote data
Open: |
2.130 |
High: |
2.360 |
Low: |
2.130 |
Previous Close: |
2.150 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+5.69% |
1 Month |
|
|
+8.78% |
3 Months |
|
|
+23.20% |
YTD |
|
|
+139.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.200 |
2.090 |
1M High / 1M Low: |
2.230 |
1.880 |
6M High / 6M Low: |
2.230 |
0.670 |
High (YTD): |
6/13/2024 |
2.230 |
Low (YTD): |
1/23/2024 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.609 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
66.89% |
Volatility 6M: |
|
95.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |