Soc. Generale Call 80 HOLN 21.03.2025
/ DE000SU9AAG1
Soc. Generale Call 80 HOLN 21.03..../ DE000SU9AAG1 /
| 11/07/2024 08:14:39 |
Chg.+0.010 |
Bid17:30:04 |
Ask17:30:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+1.43% |
0.760
Bid Size: 10,000 |
0.850
Ask Size: 10,000 |
HOLCIM N |
80.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
SU9AAG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
13/02/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
0.07 |
| Time value: |
0.69 |
| Break-even: |
89.78 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
6.63 |
| Rho: |
0.30 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.70% |
| 1 Month |
|
|
+4.41% |
| 3 Months |
|
|
+36.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.630 |
| 1M High / 1M Low: |
0.850 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
