Soc. Generale Call 75 HOLN 21.03.2025
/ DE000SY64LG7
Soc. Generale Call 75 HOLN 21.03..../ DE000SY64LG7 /
| 10/14/2024 9:37:11 PM |
Chg.+0.130 |
Bid10/14/2024 |
Ask10/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
+12.04% |
1.210
Bid Size: 6,000 |
1.350
Ask Size: 6,000 |
HOLCIM N |
75.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SY64LG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.84 |
| Time value: |
0.31 |
| Break-even: |
91.51 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
6.02 |
| Rho: |
0.25 |
Quote data
| Open: |
1.050 |
| High: |
1.230 |
| Low: |
1.050 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.14% |
| 1 Month |
|
|
+22.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.140 |
1.080 |
| 1M High / 1M Low: |
1.280 |
0.970 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
