Soc. Generale Call 70 HOLN 20.12.2024
/ DE000SU1VJZ5
Soc. Generale Call 70 HOLN 20.12..../ DE000SU1VJZ5 /
| 2024-11-18 8:36:38 AM |
Chg.-0.02 |
Bid8:20:31 PM |
Ask8:20:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.86EUR |
-1.06% |
1.87
Bid Size: 5,000 |
2.07
Ask Size: 5,000 |
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: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.95 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.21 |
| Parity: |
1.95 |
| Time value: |
0.05 |
| Break-even: |
94.81 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.47 |
| Rho: |
0.06 |
Quote data
| Open: |
1.86 |
| High: |
1.86 |
| Low: |
1.86 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.19% |
| 1 Month |
|
|
+16.25% |
| 3 Months |
|
|
+95.79% |
| YTD |
|
|
+402.70% |
| 1 Year |
|
|
+675.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
1.88 |
| 1M High / 1M Low: |
2.36 |
1.41 |
| 6M High / 6M Low: |
2.36 |
0.70 |
| High (YTD): |
2024-11-11 |
2.36 |
| Low (YTD): |
2024-01-26 |
0.23 |
| 52W High: |
2024-11-11 |
2.36 |
| 52W Low: |
2024-01-26 |
0.23 |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
123.98% |
| Volatility 6M: |
|
129.04% |
| Volatility 1Y: |
|
139.15% |
| Volatility 3Y: |
|
- |
