Soc. Generale Call 70 HOLN 21.03.2025
/ DE000SU9AAF3
Soc. Generale Call 70 HOLN 21.03..../ DE000SU9AAF3 /
| 14/10/2024 08:16:35 |
Chg.-0.08 |
Bid19:56:06 |
Ask19:56:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
-5.10% |
1.65
Bid Size: 6,000 |
1.80
Ask Size: 6,000 |
HOLCIM N |
70.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SU9AAF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.53 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
1.38 |
| Time value: |
0.21 |
| Break-even: |
90.57 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.84 |
| Rho: |
0.26 |
Quote data
| Open: |
1.49 |
| High: |
1.49 |
| Low: |
1.49 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.67% |
| 1 Month |
|
|
+20.16% |
| 3 Months |
|
|
+2.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.47 |
| 1M High / 1M Low: |
1.71 |
1.36 |
| 6M High / 6M Low: |
1.81 |
0.83 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.38% |
| Volatility 6M: |
|
116.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
