Soc. Generale Call 85 HOLN 20.12.2024
/ DE000SW982V8
Soc. Generale Call 85 HOLN 20.12..../ DE000SW982V8 /
| 2024-09-12 8:33:05 PM |
Chg.+0.030 |
Bid8:57:56 PM |
Ask8:57:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.200EUR |
+17.65% |
0.200
Bid Size: 15,000 |
0.250
Ask Size: 15,000 |
HOLCIM N |
85.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW982V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-0.66 |
| Time value: |
0.19 |
| Break-even: |
92.47 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
13.80 |
| Rho: |
0.07 |
Quote data
| Open: |
0.180 |
| High: |
0.240 |
| Low: |
0.180 |
| Previous Close: |
0.170 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+42.86% |
| 3 Months |
|
|
-41.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.190 |
0.170 |
| 1M High / 1M Low: |
0.260 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.180 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
