Soc. Generale Call 80 HOLN 21.03.2025
/ DE000SU9AAG1
Soc. Generale Call 80 HOLN 21.03..../ DE000SU9AAG1 /
| 2024-11-18 2:20:36 PM |
Chg.+0.040 |
Bid3:08:35 PM |
Ask3:08:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+3.81% |
1.080
Bid Size: 60,000 |
1.090
Ask Size: 60,000 |
HOLCIM N |
80.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SU9AAG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
0.88 |
| Time value: |
0.26 |
| Break-even: |
96.90 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
6.55 |
| Rho: |
0.21 |
Quote data
| Open: |
1.030 |
| High: |
1.160 |
| Low: |
1.030 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.01% |
| 1 Month |
|
|
+39.74% |
| 3 Months |
|
|
+122.45% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.380 |
1.050 |
| 1M High / 1M Low: |
1.380 |
0.640 |
| 6M High / 6M Low: |
1.380 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.956 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.707 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.48% |
| Volatility 6M: |
|
141.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
