Soc. Generale Call 80 HOLN 20.06.2025
/ DE000SW982X4
Soc. Generale Call 80 HOLN 20.06..../ DE000SW982X4 /
| 2024-11-18 9:36:53 AM |
Chg.0.00 |
Bid8:47:52 PM |
Ask8:47:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
0.00% |
1.12
Bid Size: 7,000 |
1.27
Ask Size: 7,000 |
HOLCIM N |
80.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
SW982X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
0.88 |
| Time value: |
0.34 |
| Break-even: |
97.70 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
6.12 |
| Rho: |
0.37 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.67% |
| 1 Month |
|
|
+35.56% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.22 |
| 1M High / 1M Low: |
1.50 |
0.78 |
| 6M High / 6M Low: |
1.50 |
0.49 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.13% |
| Volatility 6M: |
|
128.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
