Soc. Generale Call 80 HOLN 19.09.2025
/ DE000SY64LK9
Soc. Generale Call 80 HOLN 19.09..../ DE000SY64LK9 /
| 11/18/2024 7:39:44 PM |
Chg.0.000 |
Bid8:14:31 PM |
Ask8:14:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
0.00% |
1.200
Bid Size: 7,000 |
1.350
Ask Size: 7,000 |
HOLCIM N |
80.00 CHF |
9/19/2025 |
Call |
Master data
| WKN: |
SY64LK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
9/19/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
0.88 |
| Time value: |
0.41 |
| Break-even: |
98.40 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
5.82 |
| Rho: |
0.52 |
Quote data
| Open: |
1.190 |
| High: |
1.300 |
| Low: |
1.190 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.87% |
| 1 Month |
|
|
+27.37% |
| 3 Months |
|
|
+83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.210 |
| 1M High / 1M Low: |
1.510 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
