Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
14/10/2024 19:00:23 |
Chg.+0.140 |
Bid19:06:03 |
Ask19:06:03 |
Underlying |
Strike price |
Expiration date |
Option type |
2.570EUR |
+5.76% |
2.580 Bid Size: 5,000 |
2.750 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 |
|
|
+3.21% |
1 Month |
|
|
+16.82% |
3 Months |
|
|
+9.36% |
YTD |
|
|
+176.34% |
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: |
|
- |