Soc. Generale Call 70 HOLN 20.12.2024
/ DE000SU1VJZ5
Soc. Generale Call 70 HOLN 20.12..../ DE000SU1VJZ5 /
| 2024-09-12 6:46:25 PM |
Chg.+0.090 |
Bid7:22:20 PM |
Ask7:22:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
+8.74% |
1.140
Bid Size: 8,000 |
1.260
Ask Size: 8,000 |
HOLCIM N |
70.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU1VJZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-12-19 |
| 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 |
|
|
+0.90% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-14.50% |
| YTD |
|
|
+202.70% |
| 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): |
2024-07-23 |
1.640 |
| Low (YTD): |
2024-01-26 |
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: |
|
- |
