Soc. Generale Call 75 HOLN 20.09.2024
/ DE000SU9AAE6
Soc. Generale Call 75 HOLN 20.09..../ DE000SU9AAE6 /
| 8/7/2024 8:14:44 AM |
Chg.-0.070 |
Bid6:03:12 PM |
Ask6:03:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
-25.93% |
0.330
Bid Size: 10,000 |
0.420
Ask Size: 10,000 |
HOLCIM N |
75.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
SU9AAE |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
9/19/2024 |
| 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: |
0.200 |
| High: |
0.200 |
| Low: |
0.200 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.97% |
| 1 Month |
|
|
-71.01% |
| 3 Months |
|
|
-54.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.270 |
| 1M High / 1M Low: |
1.140 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
800 |
| Avg. price 1M: |
|
0.783 |
| Avg. volume 1M: |
|
409.091 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
