Soc. Generale Call 80 HOLN 20.12.2024
/ DE000SU10360
Soc. Generale Call 80 HOLN 20.12..../ DE000SU10360 /
| 2024-07-11 8:11:21 PM |
Chg.+0.050 |
Bid2024-07-11 |
Ask2024-07-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+9.09% |
0.600
Bid Size: 10,000 |
0.690
Ask Size: 10,000 |
HOLCIM N |
80.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU1036 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-10 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.53 |
| Break-even: |
88.18 |
| Moneyness: |
1.01 |
| Premium: |
0.06 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.59 |
| Theta: |
-0.02 |
| Omega: |
8.21 |
| Rho: |
0.19 |
Quote data
| Open: |
0.550 |
| High: |
0.640 |
| Low: |
0.550 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
+328.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.520 |
| 1M High / 1M Low: |
0.600 |
0.400 |
| 6M High / 6M Low: |
0.600 |
0.080 |
| High (YTD): |
2024-06-13 |
0.600 |
| Low (YTD): |
2024-01-26 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.82% |
| Volatility 6M: |
|
163.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
