Soc. Generale Call 95 HOLN 20.09.2024
/ DE000SW7UXD0
Soc. Generale Call 95 HOLN 20.09..../ DE000SW7UXD0 /
| 11/07/2024 21:46:35 |
Chg.+0.001 |
Bid21:56:21 |
Ask21:56:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
+3.85% |
0.027
Bid Size: 20,000 |
0.056
Ask Size: 20,000 |
HOLCIM N |
95.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SW7UXD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
184.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-1.47 |
| Time value: |
0.05 |
| Break-even: |
98.04 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
1.37 |
| Spread abs.: |
0.01 |
| Spread %: |
28.57% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
18.79 |
| Rho: |
0.02 |
Quote data
| Open: |
0.021 |
| High: |
0.040 |
| Low: |
0.021 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+12.50% |
| 3 Months |
|
|
-20.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.028 |
0.026 |
| 1M High / 1M Low: |
0.036 |
0.019 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
