Soc. Generale Call 90 HOLN 21.03.2025
/ DE000SU9M5L7
Soc. Generale Call 90 HOLN 21.03..../ DE000SU9M5L7 /
| 2024-11-18 2:38:07 PM |
Chg.+0.020 |
Bid3:12:10 PM |
Ask3:12:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+5.13% |
0.410
Bid Size: 100,000 |
0.420
Ask Size: 100,000 |
HOLCIM N |
90.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SU9M5L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-0.19 |
| Time value: |
0.45 |
| Break-even: |
100.68 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.27% |
| Delta: |
0.50 |
| Theta: |
-0.02 |
| Omega: |
10.41 |
| Rho: |
0.14 |
Quote data
| Open: |
0.380 |
| High: |
0.450 |
| Low: |
0.380 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.67% |
| 1 Month |
|
|
+57.69% |
| 3 Months |
|
|
+141.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.390 |
| 1M High / 1M Low: |
0.600 |
0.200 |
| 6M High / 6M Low: |
0.600 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.275 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
214.60% |
| Volatility 6M: |
|
183.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
