Soc. Generale Call 70 HOLN 21.03.2025
/ DE000SU9AAF3
Soc. Generale Call 70 HOLN 21.03..../ DE000SU9AAF3 /
12/09/2024 08:14:59 |
Chg.0.00 |
Bid20:50:46 |
Ask20:50:46 |
Underlying |
Strike price |
Expiration date |
Option type |
1.21EUR |
0.00% |
1.25 Bid Size: 8,000 |
1.37 Ask Size: 8,000 |
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: |
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: |
1.21 |
High: |
1.21 |
Low: |
1.21 |
Previous Close: |
1.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.82% |
1 Month |
|
|
+18.63% |
3 Months |
|
|
-8.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.33 |
1.16 |
1M High / 1M Low: |
1.40 |
0.97 |
6M High / 6M Low: |
1.81 |
0.83 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.23 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.22 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.24 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
100.19% |
Volatility 6M: |
|
116.66% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |