Soc. Generale Call 75 HOLN 20.12.2024
/ DE000SY0BZ54
Soc. Generale Call 75 HOLN 20.12..../ DE000SY0BZ54 /
| 10/14/2024 8:47:11 AM |
Chg.-0.040 |
Bid7:37:53 PM |
Ask7:37:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-4.17% |
1.070
Bid Size: 6,000 |
1.220
Ask Size: 6,000 |
HOLCIM N |
75.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SY0BZ5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
5/15/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
0.84 |
| Time value: |
0.17 |
| Break-even: |
90.11 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
0.82 |
| Theta: |
-0.03 |
| Omega: |
7.15 |
| Rho: |
0.11 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.16% |
| 1 Month |
|
|
+31.43% |
| 3 Months |
|
|
-1.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.910 |
| 1M High / 1M Low: |
1.140 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.958 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
