Soc. Generale Call 90 HOLN 20.12.2024
/ DE000SU9HUH2
Soc. Generale Call 90 HOLN 20.12..../ DE000SU9HUH2 /
2024-10-14 10:09:32 AM |
Chg.+0.010 |
Bid5:09:35 PM |
Ask5:09:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.140EUR |
+7.69% |
0.150 Bid Size: 150,000 |
0.160 Ask Size: 150,000 |
HOLCIM N |
90.00 CHF |
2024-12-20 |
Call |
Master data
WKN: |
SU9HUH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
68.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
-0.76 |
Time value: |
0.13 |
Break-even: |
97.31 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
0.25 |
Theta: |
-0.02 |
Omega: |
16.94 |
Rho: |
0.04 |
Quote data
Open: |
0.140 |
High: |
0.140 |
Low: |
0.140 |
Previous Close: |
0.130 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.27% |
1 Month |
|
|
+16.67% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.110 |
1M High / 1M Low: |
0.190 |
0.096 |
6M High / 6M Low: |
0.340 |
0.075 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.117 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.152 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
267.56% |
Volatility 6M: |
|
225.18% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |