Soc. Generale Call 90 HOLN 20.12.2024
/ DE000SU9HUH2
Soc. Generale Call 90 HOLN 20.12..../ DE000SU9HUH2 /
9/12/2024 8:21:35 PM |
Chg.+0.017 |
Bid9/12/2024 |
Ask9/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.097EUR |
+21.25% |
0.097 Bid Size: 20,000 |
0.130 Ask Size: 20,000 |
HOLCIM N |
90.00 CHF |
12/20/2024 |
Call |
Master data
WKN: |
SU9HUH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
12/20/2024 |
Issue date: |
2/19/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
84.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
-1.19 |
Time value: |
0.10 |
Break-even: |
96.90 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.01 |
Spread %: |
11.11% |
Delta: |
0.18 |
Theta: |
-0.02 |
Omega: |
15.33 |
Rho: |
0.04 |
Quote data
Open: |
0.087 |
High: |
0.120 |
Low: |
0.087 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.29% |
1 Month |
|
|
+31.08% |
3 Months |
|
|
-48.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.092 |
0.077 |
1M High / 1M Low: |
0.120 |
0.073 |
6M High / 6M Low: |
0.310 |
0.055 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.084 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.099 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
207.39% |
Volatility 6M: |
|
198.32% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |