Soc. Generale Call 80 HOLN 20.09.2024
/ DE000SW13NY7
Soc. Generale Call 80 HOLN 20.09..../ DE000SW13NY7 /
| 07/08/2024 11:02:37 |
Chg.+0.049 |
Bid11:58:40 |
Ask11:58:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+80.33% |
0.120
Bid Size: 175,000 |
0.130
Ask Size: 175,000 |
HOLCIM N |
80.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SW13NY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
10/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
102.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.84 |
| Time value: |
0.08 |
| Break-even: |
86.71 |
| Moneyness: |
0.90 |
| Premium: |
0.12 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
18.62 |
| Rho: |
0.02 |
Quote data
| Open: |
0.056 |
| High: |
0.110 |
| Low: |
0.056 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.57% |
| 1 Month |
|
|
-65.63% |
| 3 Months |
|
|
-42.11% |
| YTD |
|
|
+32.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.061 |
| 1M High / 1M Low: |
0.640 |
0.061 |
| 6M High / 6M Low: |
0.640 |
0.044 |
| High (YTD): |
23/07/2024 |
0.640 |
| Low (YTD): |
26/01/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.51% |
| Volatility 6M: |
|
241.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
