Soc. Generale Call 95 HOLN 20.12.2024
/ DE000SW982W6
Soc. Generale Call 95 HOLN 20.12..../ DE000SW982W6 /
| 2024-07-11 5:53:15 PM |
Chg.+0.012 |
Bid2024-07-11 |
Ask2024-07-11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+12.24% |
0.110
Bid Size: 20,000 |
0.140
Ask Size: 20,000 |
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: |
69.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
-1.47 |
| Time value: |
0.12 |
| Break-even: |
98.79 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
12.87 |
| Rho: |
0.06 |
Quote data
| Open: |
0.094 |
| High: |
0.120 |
| Low: |
0.094 |
| Previous Close: |
0.098 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+34.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.093 |
| 1M High / 1M Low: |
0.110 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
