Soc. Generale Call 90 HOLN 19.09.2025
/ DE000SY64LL7
Soc. Generale Call 90 HOLN 19.09..../ DE000SY64LL7 /
| 2024-11-18 8:16:51 AM |
Chg.-0.010 |
Bid1:41:43 PM |
Ask1:41:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
0.620
Bid Size: 100,000 |
0.630
Ask Size: 100,000 |
HOLCIM N |
90.00 CHF |
2025-09-19 |
Call |
Master data
| WKN: |
SY64LL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-09-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-0.19 |
| Time value: |
0.64 |
| Break-even: |
102.58 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
8.05 |
| Rho: |
0.38 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.40% |
| 1 Month |
|
|
+22.92% |
| 3 Months |
|
|
+90.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.600 |
| 1M High / 1M Low: |
0.860 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
