OverviewChartNewsTraderScreen

Soc. Generale Call 80 HOLN 20.09..../  DE000SW13NY7  /

Frankfurt Zert./SG
9/12/2024  9:41:35 PM Chg.+0.036 Bid9:51:29 PM Ask9:51:29 PM Underlying Strike price Expiration date Option type
0.100EUR +56.25% 0.100
Bid Size: 10,000		 0.180
Ask Size: 10,000		 HOLCIM N 80.00 CHF 9/20/2024 Call
 

Master data

WKN: SW13NY
Issuer: Société Générale
Currency: EUR
Underlying: HOLCIM N
Type: Warrant
Option type: Call
Strike price: 80.00 CHF
Maturity: 9/20/2024
Issue date: 8/10/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.71
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.21
Parity: -0.12
Time value: 0.10
Break-even: 86.22
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 2.29
Spread abs.: 0.01
Spread %: 11.36%
Delta: 0.39
Theta: -0.09
Omega: 33.01
Rho: 0.01
 

Quote data

Open: 0.088
High: 0.170
Low: 0.088
Previous Close: 0.064
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+38.89%
3 Months
  -74.36%
YTD  
+20.48%
1 Year  
+150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.064
1M High / 1M Low: 0.250 0.064
6M High / 6M Low: 0.640 0.061
High (YTD): 7/23/2024 0.640
Low (YTD): 1/26/2024 0.040
52W High: 7/23/2024 0.640
52W Low: 10/27/2023 0.032
Avg. price 1W:   0.095
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   0.272
Avg. volume 6M:   0.000
Avg. price 1Y:   0.169
Avg. volume 1Y:   0.000
Volatility 1M:   527.50%
Volatility 6M:   308.70%
Volatility 1Y:   261.05%
Volatility 3Y:   -