Soc. Generale Call 90 HOLN 21.03.2025
/ DE000SU9M5L7
Soc. Generale Call 90 HOLN 21.03..../ DE000SU9M5L7 /
9/12/2024 8:14:41 PM |
Chg.+0.030 |
Bid9/12/2024 |
Ask9/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
+17.65% |
0.200 Bid Size: 20,000 |
0.240 Ask Size: 20,000 |
HOLCIM N |
90.00 CHF |
3/21/2025 |
Call |
Master data
WKN: |
SU9M5L |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
HOLCIM N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
2/21/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
44.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.21 |
Parity: |
-1.19 |
Time value: |
0.19 |
Break-even: |
97.80 |
Moneyness: |
0.88 |
Premium: |
0.16 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
5.56% |
Delta: |
0.26 |
Theta: |
-0.01 |
Omega: |
11.41 |
Rho: |
0.10 |
Quote data
Open: |
0.180 |
High: |
0.230 |
Low: |
0.180 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.26% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
-37.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.190 |
0.160 |
1M High / 1M Low: |
0.250 |
0.150 |
6M High / 6M Low: |
0.470 |
0.110 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.180 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.197 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.245 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.96% |
Volatility 6M: |
|
155.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |