Soc. Generale Call 70 HOLN 20.12.2024
/ DE000SU1VJZ5
Soc. Generale Call 70 HOLN 20.12..../ DE000SU1VJZ5 /
| 2024-10-14 5:55:09 PM |
Chg.+0.120 |
Bid6:49:31 PM |
Ask6:49:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.540EUR |
+8.45% |
1.550
Bid Size: 6,000 |
1.710
Ask Size: 6,000 |
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: |
5.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.43 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
1.38 |
| Time value: |
0.11 |
| Break-even: |
89.57 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
5.32 |
| Rho: |
0.12 |
Quote data
| Open: |
1.380 |
| High: |
1.590 |
| Low: |
1.380 |
| Previous Close: |
1.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.36% |
| 1 Month |
|
|
+21.26% |
| 3 Months |
|
|
+5.48% |
| YTD |
|
|
+316.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.420 |
| 1M High / 1M Low: |
1.650 |
1.280 |
| 6M High / 6M Low: |
1.650 |
0.710 |
| High (YTD): |
2024-09-26 |
1.650 |
| Low (YTD): |
2024-01-26 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.186 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.52% |
| Volatility 6M: |
|
111.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
