Soc. Generale Call 75 HOLN 20.09.2024
/ DE000SU9AAE6
Soc. Generale Call 75 HOLN 20.09..../ DE000SU9AAE6 /
| 07/08/2024 15:27:19 |
Chg.+0.200 |
Bid16:20:32 |
Ask16:20:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+90.91% |
0.380
Bid Size: 100,000 |
0.390
Ask Size: 100,000 |
HOLCIM N |
75.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SU9AAE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
-0.31 |
| Time value: |
0.25 |
| Break-even: |
83.08 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.41 |
| Theta: |
-0.04 |
| Omega: |
12.64 |
| Rho: |
0.04 |
Quote data
| Open: |
0.210 |
| High: |
0.420 |
| Low: |
0.210 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.74% |
| 1 Month |
|
|
-38.24% |
| 3 Months |
|
|
-4.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.220 |
| 1M High / 1M Low: |
1.060 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
