Soc. Generale Call 70 HOLN 20.09.2024
/ DE000SW13NX9
Soc. Generale Call 70 HOLN 20.09..../ DE000SW13NX9 /
| 8/6/2024 8:45:54 AM |
Chg.- |
Bid8:35:10 AM |
Ask8:35:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.510
Bid Size: 9,000 |
0.650
Ask Size: 9,000 |
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: |
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: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.57% |
| 1 Month |
|
|
-47.27% |
| 3 Months |
|
|
-28.40% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.580 |
| 1M High / 1M Low: |
1.440 |
0.580 |
| 6M High / 6M Low: |
1.440 |
0.190 |
| High (YTD): |
7/24/2024 |
1.440 |
| Low (YTD): |
1/26/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.901 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.87% |
| Volatility 6M: |
|
144.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
