Soc. Generale Call 70 HOLN 21.03.2025
/ DE000SU9AAF3
Soc. Generale Call 70 HOLN 21.03..../ DE000SU9AAF3 /
| 7/11/2024 5:40:32 PM |
Chg.+0.070 |
Bid6:10:58 PM |
Ask6:10:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
+4.96% |
1.470
Bid Size: 8,000 |
1.590
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: |
5.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
1.10 |
| Time value: |
0.37 |
| Break-even: |
86.61 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
4.60 |
| Rho: |
0.37 |
Quote data
| Open: |
1.400 |
| High: |
1.530 |
| Low: |
1.400 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.03% |
| 1 Month |
|
|
+12.12% |
| 3 Months |
|
|
+38.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.360 |
| 1M High / 1M Low: |
1.470 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.342 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
