Soc. Generale Call 70 HOLN 20.09.2024
/ DE000SW13NX9
Soc. Generale Call 70 HOLN 20.09..../ DE000SW13NX9 /
2024-08-07 8:49:16 AM |
Chg.-0.020 |
Bid8:50:23 AM |
Ask8:50:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-3.77% |
0.520 Bid Size: 9,000 |
0.660 Ask Size: 9,000 |
HOLCIM N |
70.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
SW13NX |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.09 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.36 |
Implied volatility: |
0.40 |
Historic volatility: |
0.21 |
Parity: |
0.36 |
Time value: |
0.29 |
Break-even: |
81.51 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
1.56% |
Delta: |
0.67 |
Theta: |
-0.05 |
Omega: |
8.09 |
Rho: |
0.06 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-57.50% |
1 Month |
|
|
-53.21% |
3 Months |
|
|
-37.80% |
YTD |
|
|
+82.14% |
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): |
2024-07-23 |
1.510 |
Low (YTD): |
2024-01-26 |
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: |
|
- |