Soc. Generale Call 85 HOLN 20.12.2024
/ DE000SW982V8
Soc. Generale Call 85 HOLN 20.12..../ DE000SW982V8 /
| 2024-11-18 9:36:53 AM |
Chg.0.000 |
Bid8:28:48 PM |
Ask8:28:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
0.00% |
0.410
Bid Size: 7,400 |
0.560
Ask Size: 7,400 |
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: |
18.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
0.34 |
| Time value: |
0.18 |
| Break-even: |
96.04 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
12.73 |
| Rho: |
0.05 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.35% |
| 1 Month |
|
|
+57.58% |
| 3 Months |
|
|
+160.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.520 |
| 1M High / 1M Low: |
0.830 |
0.240 |
| 6M High / 6M Low: |
0.830 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.457 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.322 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.24% |
| Volatility 6M: |
|
224.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
