Soc. Generale Call 70 HOLN 20.12.2024
/ DE000SU1VJZ5
Soc. Generale Call 70 HOLN 20.12..../ DE000SU1VJZ5 /
14/10/2024 21:28:13 |
Chg.+0.150 |
Bid14/10/2024 |
Ask14/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
+10.56% |
1.570 Bid Size: 5,000 |
1.730 Ask Size: 5,000 |
HOLCIM N |
70.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
SU1VJZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
07/11/2023 |
Last trading day: |
19/12/2024 |
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 |
|
|
+5.37% |
1 Month |
|
|
+23.62% |
3 Months |
|
|
+7.53% |
YTD |
|
|
+324.32% |
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): |
26/09/2024 |
1.650 |
Low (YTD): |
26/01/2024 |
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: |
|
- |