Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
| 7/11/2024 8:34:21 AM |
Chg.+0.01 |
Bid7:24:05 PM |
Ask7:24:05 PM |
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 |
12/20/2024 |
Call |
Master data
| WKN: |
SU1VJY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
12/19/2024 |
| 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): |
6/20/2024 |
2.45 |
| Low (YTD): |
1/23/2024 |
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: |
|
- |
