Soc. Generale Call 95 HOLN 20.12.2024
/ DE000SW982W6
Soc. Generale Call 95 HOLN 20.12..../ DE000SW982W6 /
| 2024-09-12 10:20:00 AM |
Chg.+0.005 |
Bid8:54:42 PM |
Ask8:54:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
+8.93% |
0.047
Bid Size: 20,000 |
0.077
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: |
144.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-1.72 |
| Time value: |
0.06 |
| Break-even: |
101.81 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
20.83% |
| Delta: |
0.11 |
| Theta: |
-0.01 |
| Omega: |
15.99 |
| Rho: |
0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.061 |
| Previous Close: |
0.056 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-38.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.058 |
0.042 |
| 1M High / 1M Low: |
0.073 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.054 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
