Soc. Generale Call 85 HOLN 21.03..../  DE000SY64LH5  /

Frankfurt Zert./SG
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:   -