Soc. Generale Call 80 HOLN 20.09.2024
/ DE000SW13NY7
Soc. Generale Call 80 HOLN 20.09..../ DE000SW13NY7 /
| 2024-08-06 8:45:54 AM |
Chg.- |
Bid8:35:17 AM |
Ask8:35:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.059EUR |
- |
0.056
Bid Size: 15,000 |
0.094
Ask Size: 15,000 |
HOLCIM N |
80.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
SW13NY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
93.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.21 |
| Parity: |
-0.71 |
| Time value: |
0.08 |
| Break-even: |
86.57 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
0.21 |
| Theta: |
-0.03 |
| Omega: |
19.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.059 |
| High: |
0.059 |
| Low: |
0.059 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.65% |
| 1 Month |
|
|
-82.12% |
| 3 Months |
|
|
-70.50% |
| YTD |
|
|
-31.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.059 |
| 1M High / 1M Low: |
0.600 |
0.059 |
| 6M High / 6M Low: |
0.600 |
0.049 |
| High (YTD): |
2024-07-24 |
0.600 |
| Low (YTD): |
2024-01-26 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
3,000 |
| Avg. price 1M: |
|
0.392 |
| Avg. volume 1M: |
|
681.818 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
236.220 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
351.87% |
| Volatility 6M: |
|
245.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
