Soc. Generale Call 80 HOLN 20.12.2024
/ DE000SU10360
Soc. Generale Call 80 HOLN 20.12..../ DE000SU10360 /
| 7/11/2024 9:59:17 AM |
Chg.+0.070 |
Bid6:07:56 PM |
Ask6:07:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+12.28% |
0.600
Bid Size: 10,000 |
0.690
Ask Size: 10,000 |
HOLCIM N |
80.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
SU1036 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
12/19/2024 |
| 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: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+14.29% |
| 3 Months |
|
|
+48.84% |
| YTD |
|
|
+357.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.540 |
| 1M High / 1M Low: |
0.700 |
0.420 |
| 6M High / 6M Low: |
0.700 |
0.080 |
| High (YTD): |
6/20/2024 |
0.700 |
| Low (YTD): |
1/26/2024 |
0.080 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.545 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.96% |
| Volatility 6M: |
|
170.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
