Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
| 2024-11-18 8:36:38 AM |
Chg.-0.03 |
Bid8:52:09 PM |
Ask8:52:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.92EUR |
-1.02% |
2.93
Bid Size: 5,000 |
3.13
Ask Size: 5,000 |
HOLCIM N |
60.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU1VJY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
3.02 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.21 |
| Parity: |
3.02 |
| Time value: |
0.05 |
| Break-even: |
94.82 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.66% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
2.95 |
| Rho: |
0.05 |
Quote data
| Open: |
2.92 |
| High: |
2.92 |
| Low: |
2.92 |
| Previous Close: |
2.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.87% |
| 1 Month |
|
|
+11.03% |
| 3 Months |
|
|
+62.22% |
| YTD |
|
|
+217.39% |
| 1 Year |
|
|
+356.25% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.43 |
2.95 |
| 1M High / 1M Low: |
3.43 |
2.44 |
| 6M High / 6M Low: |
3.43 |
1.52 |
| High (YTD): |
2024-11-11 |
3.43 |
| Low (YTD): |
2024-01-23 |
0.67 |
| 52W High: |
2024-11-11 |
3.43 |
| 52W Low: |
2023-11-20 |
0.63 |
| Avg. price 1W: |
|
3.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.23 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.38% |
| Volatility 6M: |
|
88.66% |
| Volatility 1Y: |
|
101.67% |
| Volatility 3Y: |
|
- |
