Soc. Generale Call 80 HOLN 21.03.2025
/ DE000SU9AAG1
Soc. Generale Call 80 HOLN 21.03..../ DE000SU9AAG1 /
| 2024-11-18 8:19:16 AM |
Chg.0.00 |
Bid9:02:02 PM |
Ask9:02:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
0.00% |
1.03
Bid Size: 6,000 |
1.19
Ask Size: 6,000 |
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: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.59% |
| 1 Month |
|
|
+26.51% |
| 3 Months |
|
|
+123.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.05 |
| 1M High / 1M Low: |
1.45 |
0.69 |
| 6M High / 6M Low: |
1.45 |
0.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.62% |
| Volatility 6M: |
|
167.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
