Soc. Generale Call 65 HOLN 20.09.2024
/ DE000SU9AAD8
Soc. Generale Call 65 HOLN 20.09..../ DE000SU9AAD8 /
| 2024-08-07 8:14:44 AM |
Chg.-0.10 |
Bid8:32:49 AM |
Ask8:32:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.94EUR |
-9.62% |
0.95
Bid Size: 8,000 |
1.13
Ask Size: 8,000 |
HOLCIM N |
65.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SU9AAD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.21 |
| Parity: |
0.89 |
| Time value: |
0.22 |
| Break-even: |
80.75 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
5.57 |
| Rho: |
0.06 |
Quote data
| Open: |
0.94 |
| High: |
0.94 |
| Low: |
0.94 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.33% |
| 1 Month |
|
|
-37.75% |
| 3 Months |
|
|
-28.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.04 |
| 1M High / 1M Low: |
2.12 |
1.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
