Soc. Generale Call 75 HOLN 20.09.2024
/ DE000SU9AAE6
Soc. Generale Call 75 HOLN 20.09..../ DE000SU9AAE6 /
12/09/2024 08:14:59 |
Chg.-0.010 |
Bid16:00:22 |
Ask16:00:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
-2.27% |
0.510 Bid Size: 70,000 |
0.520 Ask Size: 70,000 |
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: |
18.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.42 |
Intrinsic value: |
0.41 |
Implied volatility: |
0.34 |
Historic volatility: |
0.21 |
Parity: |
0.41 |
Time value: |
0.04 |
Break-even: |
84.42 |
Moneyness: |
1.05 |
Premium: |
0.00 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
2.27% |
Delta: |
0.85 |
Theta: |
-0.07 |
Omega: |
15.78 |
Rho: |
0.01 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.51% |
1 Month |
|
|
+30.30% |
3 Months |
|
|
-31.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.400 |
1M High / 1M Low: |
0.620 |
0.280 |
6M High / 6M Low: |
1.140 |
0.200 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.468 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.477 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.588 |
Avg. volume 6M: |
|
178.295 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
268.55% |
Volatility 6M: |
|
238.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |