Soc. Generale Call 80 HOLN 20.06.2025
/ DE000SW982X4
Soc. Generale Call 80 HOLN 20.06..../ DE000SW982X4 /
| 8/7/2024 9:53:32 AM |
Chg.-0.020 |
Bid10:59:20 AM |
Ask10:59:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
-3.85% |
0.530
Bid Size: 150,000 |
0.540
Ask Size: 150,000 |
HOLCIM N |
80.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
SW982X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-0.84 |
| Time value: |
0.45 |
| Break-even: |
90.45 |
| Moneyness: |
0.90 |
| Premium: |
0.17 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
7.12 |
| Rho: |
0.24 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.48% |
| 1 Month |
|
|
-39.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.840 |
0.490 |
| 1M High / 1M Low: |
1.120 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.869 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
