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Soc. Generale Call 80 HOLN 20.12..../  DE000SU10360  /

Frankfurt Zert./SG
2024-11-18  9:07:31 PM Chg.-0.010 Bid9:18:07 PM Ask9:18:07 PM Underlying Strike price Expiration date Option type
0.850EUR -1.16% 0.840
Bid Size: 5,000		 1.020
Ask Size: 5,000		 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: 9.72
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.88
Implied volatility: 0.33
Historic volatility: 0.21
Parity: 0.88
Time value: 0.09
Break-even: 95.20
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.86
Theta: -0.04
Omega: 8.36
Rho: 0.06
 

Quote data

Open: 0.840
High: 0.980
Low: 0.840
Previous Close: 0.860
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -31.45%
1 Month  
+39.34%
3 Months  
+123.68%
YTD  
+507.14%
1 Year  
+823.91%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.240 0.860
1M High / 1M Low: 1.240 0.460
6M High / 6M Low: 1.240 0.220
High (YTD): 2024-11-11 1.240
Low (YTD): 2024-01-26 0.080
52W High: 2024-11-11 1.240
52W Low: 2024-01-26 0.080
Avg. price 1W:   1.018
Avg. volume 1W:   0.000
Avg. price 1M:   0.784
Avg. volume 1M:   0.000
Avg. price 6M:   0.549
Avg. volume 6M:   0.000
Avg. price 1Y:   0.397
Avg. volume 1Y:   0.000
Volatility 1M:   196.72%
Volatility 6M:   188.05%
Volatility 1Y:   175.06%
Volatility 3Y:   -