Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
| 07/08/2024 08:32:27 |
Chg.-0.08 |
Bid17:32:16 |
Ask17:32:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.52EUR |
-5.00% |
1.73
Bid Size: 7,000 |
1.94
Ask Size: 7,000 |
HOLCIM N |
60.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU1VJY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
1.31 |
| Time value: |
0.30 |
| Break-even: |
80.57 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
3.94 |
| Rho: |
0.17 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.52 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.22% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-16.48% |
| YTD |
|
|
+65.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.25 |
1.60 |
| 1M High / 1M Low: |
2.49 |
1.60 |
| 6M High / 6M Low: |
2.49 |
0.73 |
| High (YTD): |
24/07/2024 |
2.49 |
| Low (YTD): |
23/01/2024 |
0.67 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.68% |
| Volatility 6M: |
|
101.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
