Soc. Generale Call 80 HOLN 20.12.2024
/ DE000SU10360
Soc. Generale Call 80 HOLN 20.12..../ DE000SU10360 /
2024-09-12 10:21:49 AM |
Chg.+0.020 |
Bid7:21:28 PM |
Ask7:21:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
+4.65% |
0.400 Bid Size: 10,000 |
0.480 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: |
22.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.21 |
Parity: |
-0.12 |
Time value: |
0.38 |
Break-even: |
89.04 |
Moneyness: |
0.99 |
Premium: |
0.06 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.51 |
Theta: |
-0.02 |
Omega: |
11.20 |
Rho: |
0.11 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.450 |
Previous Close: |
0.430 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+28.57% |
3 Months |
|
|
-21.05% |
YTD |
|
|
+221.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.360 |
1M High / 1M Low: |
0.590 |
0.310 |
6M High / 6M Low: |
0.880 |
0.280 |
High (YTD): |
2024-07-23 |
0.880 |
Low (YTD): |
2024-01-26 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.440 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.490 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
172.84% |
Volatility 6M: |
|
164.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |