Soc. Generale Call 90 HOLN 20.06.2025
/ DE000SW982Y2
Soc. Generale Call 90 HOLN 20.06..../ DE000SW982Y2 /
9/12/2024 10:20:00 AM |
Chg.+0.030 |
Bid5:19:54 PM |
Ask5:19:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+10.34% |
0.290 Bid Size: 200,000 |
0.340 Ask Size: 200,000 |
HOLCIM N |
90.00 CHF |
6/20/2025 |
Call |
Master data
WKN: |
SW982Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
6/20/2025 |
Issue date: |
5/13/2024 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
30.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.21 |
Parity: |
-1.19 |
Time value: |
0.28 |
Break-even: |
98.70 |
Moneyness: |
0.88 |
Premium: |
0.17 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.31 |
Theta: |
-0.01 |
Omega: |
9.37 |
Rho: |
0.18 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.23% |
1 Month |
|
|
+18.52% |
3 Months |
|
|
-17.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.260 |
1M High / 1M Low: |
0.390 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.292 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.303 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
161.44% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |