Soc. Generale Call 70 HOLN 20.09.2024
/ DE000SW13NX9
Soc. Generale Call 70 HOLN 20.09..../ DE000SW13NX9 /
| 8/7/2024 7:03:16 PM |
Chg.+0.170 |
Bid7:18:59 PM |
Ask7:18:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+32.08% |
0.680
Bid Size: 8,000 |
0.800
Ask Size: 8,000 |
HOLCIM N |
70.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SW13NX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.21 |
| Parity: |
0.23 |
| Time value: |
0.34 |
| Break-even: |
80.91 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.62 |
| Theta: |
-0.05 |
| Omega: |
8.49 |
| Rho: |
0.05 |
Quote data
| Open: |
0.510 |
| High: |
0.800 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.67% |
| 1 Month |
|
|
-35.78% |
| 3 Months |
|
|
-14.63% |
| YTD |
|
|
+150.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.530 |
| 1M High / 1M Low: |
1.510 |
0.530 |
| 6M High / 6M Low: |
1.510 |
0.170 |
| High (YTD): |
7/23/2024 |
1.510 |
| Low (YTD): |
1/26/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.904 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.38% |
| Volatility 6M: |
|
144.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
