Soc. Generale Call 80 HOLN 20.09.2024
/ DE000SW13NY7
Soc. Generale Call 80 HOLN 20.09..../ DE000SW13NY7 /
9/12/2024 8:54:38 AM |
Chg.-0.066 |
Bid2:24:24 PM |
Ask2:24:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.084EUR |
-44.00% |
0.150 Bid Size: 90,000 |
0.160 Ask Size: 90,000 |
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: |
0.084 |
High: |
0.084 |
Low: |
0.084 |
Previous Close: |
0.150 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.64% |
1 Month |
|
|
-4.55% |
3 Months |
|
|
-72.00% |
YTD |
|
|
-2.33% |
1 Year |
|
|
+110.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.076 |
1M High / 1M Low: |
0.230 |
0.070 |
6M High / 6M Low: |
0.600 |
0.058 |
High (YTD): |
7/24/2024 |
0.600 |
Low (YTD): |
1/26/2024 |
0.040 |
52W High: |
7/24/2024 |
0.600 |
52W Low: |
10/27/2023 |
0.027 |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.141 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.271 |
Avg. volume 6M: |
|
232.558 |
Avg. price 1Y: |
|
0.169 |
Avg. volume 1Y: |
|
117.188 |
Volatility 1M: |
|
587.40% |
Volatility 6M: |
|
335.67% |
Volatility 1Y: |
|
277.38% |
Volatility 3Y: |
|
- |