Soc. Generale Call 75 HOLN 20.12.2024
/ DE000SY0BZ54
Soc. Generale Call 75 HOLN 20.12..../ DE000SY0BZ54 /
| 11/18/2024 8:45:14 AM |
Chg.-0.03 |
Bid5:03:59 PM |
Ask5:03:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.34EUR |
-2.19% |
1.46
Bid Size: 50,000 |
1.48
Ask Size: 50,000 |
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: |
6.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.21 |
| Parity: |
1.41 |
| Time value: |
0.07 |
| Break-even: |
94.95 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
1.37% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
5.85 |
| Rho: |
0.06 |
Quote data
| Open: |
1.34 |
| High: |
1.34 |
| Low: |
1.34 |
| Previous Close: |
1.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.57% |
| 1 Month |
|
|
+20.72% |
| 3 Months |
|
|
+131.03% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.37 |
| 1M High / 1M Low: |
1.85 |
0.93 |
| 6M High / 6M Low: |
1.85 |
0.40 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.44% |
| Volatility 6M: |
|
163.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
