Soc. Generale Call 95 HOLN 20.12.2024
/ DE000SW982W6
Soc. Generale Call 95 HOLN 20.12..../ DE000SW982W6 /
| 2024-08-07 4:44:02 PM |
Chg.+0.022 |
Bid5:17:20 PM |
Ask5:17:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+53.66% |
0.061
Bid Size: 200,000 |
0.071
Ask Size: 200,000 |
HOLCIM N |
95.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SW982W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
131.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
-2.46 |
| Time value: |
0.06 |
| Break-even: |
102.66 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
1.14 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
12.38 |
| Rho: |
0.02 |
Quote data
| Open: |
0.037 |
| High: |
0.066 |
| Low: |
0.037 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.099 |
0.027 |
| 1M High / 1M Low: |
0.180 |
0.027 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
