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 |
Bid5:43:35 PM |
Ask5:43:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+4.65% |
0.380
Bid Size: 10,000 |
0.460
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: |
|
- |
