Soc. Generale Call 85 HOLN 21.03.2025
/ DE000SY64LH5
Soc. Generale Call 85 HOLN 21.03..../ DE000SY64LH5 /
2024-11-18 2:22:55 PM |
Chg.+0.020 |
Bid3:06:10 PM |
Ask3:06:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
+2.94% |
0.700 Bid Size: 80,000 |
0.710 Ask Size: 80,000 |
HOLCIM N |
85.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
SY64LH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-08-13 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
0.34 |
Time value: |
0.42 |
Break-even: |
98.44 |
Moneyness: |
1.04 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.33% |
Delta: |
0.66 |
Theta: |
-0.02 |
Omega: |
8.18 |
Rho: |
0.18 |
Quote data
Open: |
0.660 |
High: |
0.750 |
Low: |
0.660 |
Previous Close: |
0.680 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
+48.94% |
3 Months |
|
|
+133.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.680 |
1M High / 1M Low: |
0.950 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.790 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.609 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
179.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |