Soc. Generale Call 70 HOLN 21.03.2025
/ DE000SU9AAF3
Soc. Generale Call 70 HOLN 21.03..../ DE000SU9AAF3 /
9/12/2024 5:58:30 PM |
Chg.+0.080 |
Bid5:58:33 PM |
Ask5:58:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.230EUR |
+6.96% |
1.230 Bid Size: 8,000 |
1.350 Ask Size: 8,000 |
HOLCIM N |
70.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
SU9AAF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
2/13/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.19 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.22 |
Historic volatility: |
0.21 |
Parity: |
0.94 |
Time value: |
0.27 |
Break-even: |
86.69 |
Moneyness: |
1.13 |
Premium: |
0.03 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.83% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
5.74 |
Rho: |
0.30 |
Quote data
Open: |
1.210 |
High: |
1.360 |
Low: |
1.210 |
Previous Close: |
1.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.82% |
1 Month |
|
|
+25.51% |
3 Months |
|
|
-13.99% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.240 |
1.150 |
1M High / 1M Low: |
1.430 |
0.950 |
6M High / 6M Low: |
1.770 |
0.840 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.200 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.229 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.237 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
96.24% |
Volatility 6M: |
|
94.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |