Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
| 14/10/2024 20:03:51 |
Chg.+0.150 |
Bid20:24:20 |
Ask20:24:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.580EUR |
+6.17% |
2.590
Bid Size: 5,000 |
2.760
Ask Size: 5,000 |
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: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.48 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
2.44 |
| Time value: |
0.07 |
| Break-even: |
89.11 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.11 |
Quote data
| Open: |
2.400 |
| High: |
2.610 |
| Low: |
2.400 |
| Previous Close: |
2.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
+17.27% |
| 3 Months |
|
|
+9.79% |
| YTD |
|
|
+177.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.430 |
| 1M High / 1M Low: |
2.660 |
2.210 |
| 6M High / 6M Low: |
2.660 |
1.540 |
| High (YTD): |
26/09/2024 |
2.660 |
| Low (YTD): |
23/01/2024 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.076 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.25% |
| Volatility 6M: |
|
77.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
