Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
11/07/2024 08:34:21 |
Chg.+0.01 |
Bid19:24:05 |
Ask19:24:05 |
Underlying |
Strike price |
Expiration date |
Option type |
2.13EUR |
+0.47% |
2.23 Bid Size: 7,000 |
2.50 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: |
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: |
2.13 |
High: |
2.13 |
Low: |
2.13 |
Previous Close: |
2.12 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.04% |
1 Month |
|
|
+1.43% |
3 Months |
|
|
+18.33% |
YTD |
|
|
+131.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.28 |
1.99 |
1M High / 1M Low: |
2.45 |
1.86 |
6M High / 6M Low: |
2.45 |
0.67 |
High (YTD): |
20/06/2024 |
2.45 |
Low (YTD): |
23/01/2024 |
0.67 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.61 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.96% |
Volatility 6M: |
|
117.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |