Soc. Generale Call 70 HOLN 20.12.2024
/ DE000SU1VJZ5
Soc. Generale Call 70 HOLN 20.12..../ DE000SU1VJZ5 /
9/12/2024 7:48:04 PM |
Chg.+0.110 |
Bid8:14:09 PM |
Ask8:14:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.140EUR |
+10.68% |
1.140 Bid Size: 8,000 |
1.260 Ask Size: 8,000 |
HOLCIM N |
70.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
SU1VJZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 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: |
7.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.06 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
0.94 |
Time value: |
0.16 |
Break-even: |
85.59 |
Moneyness: |
1.13 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.92% |
Delta: |
0.85 |
Theta: |
-0.02 |
Omega: |
6.51 |
Rho: |
0.16 |
Quote data
Open: |
1.090 |
High: |
1.240 |
Low: |
1.090 |
Previous Close: |
1.030 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.70% |
1 Month |
|
|
+35.71% |
3 Months |
|
|
-12.98% |
YTD |
|
|
+208.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.130 |
1.030 |
1M High / 1M Low: |
1.310 |
0.820 |
6M High / 6M Low: |
1.640 |
0.710 |
High (YTD): |
7/23/2024 |
1.640 |
Low (YTD): |
1/26/2024 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.084 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.117 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.129 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.23% |
Volatility 6M: |
|
106.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |