Soc. Generale Call 90 HOLN 20.12.2024
/ DE000SU9HUH2
Soc. Generale Call 90 HOLN 20.12..../ DE000SU9HUH2 /
| 07/08/2024 16:32:34 |
Chg.+0.034 |
Bid17:23:10 |
Ask17:23:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
+51.52% |
0.088
Bid Size: 200,000 |
0.120
Ask Size: 200,000 |
HOLCIM N |
90.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SU9HUH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
19/02/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
93.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.21 |
| Parity: |
-1.92 |
| Time value: |
0.08 |
| Break-even: |
97.53 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.01 |
| Spread %: |
13.70% |
| Delta: |
0.13 |
| Theta: |
-0.01 |
| Omega: |
12.37 |
| Rho: |
0.03 |
Quote data
| Open: |
0.061 |
| High: |
0.110 |
| Low: |
0.061 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.44% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.055 |
| 1M High / 1M Low: |
0.310 |
0.055 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.201 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
274.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
