Soc. Generale Call 80 HOLN 19.09.2025
/ DE000SY64LK9
Soc. Generale Call 80 HOLN 19.09..../ DE000SY64LK9 /
| 2024-11-18 8:16:51 AM |
Chg.-0.01 |
Bid4:04:22 PM |
Ask4:04:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
-0.83% |
1.26
Bid Size: 70,000 |
1.27
Ask Size: 70,000 |
HOLCIM N |
80.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
SY64LK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-09-18 |
| 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: |
1.20 |
| High: |
1.20 |
| Low: |
1.20 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.08% |
| 1 Month |
|
|
+21.21% |
| 3 Months |
|
|
+87.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.56 |
1.21 |
| 1M High / 1M Low: |
1.56 |
0.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
