Soc. Generale Call 95 HOLN 20.12.2024
/ DE000SW982W6
Soc. Generale Call 95 HOLN 20.12..../ DE000SW982W6 /
| 18/11/2024 09:36:53 |
Chg.+0.001 |
Bid17:45:07 |
Ask17:45:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
+2.00% |
0.032
Bid Size: 10,000 |
0.073
Ask Size: 10,000 |
HOLCIM N |
95.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
SW982W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
13/05/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
154.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.21 |
| Parity: |
-0.72 |
| Time value: |
0.06 |
| Break-even: |
102.14 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
0.17 |
| Theta: |
-0.03 |
| Omega: |
26.57 |
| Rho: |
0.01 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.050 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-68.13% |
| 1 Month |
|
|
-12.07% |
| 3 Months |
|
|
-12.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.050 |
| 1M High / 1M Low: |
0.160 |
0.034 |
| 6M High / 6M Low: |
0.200 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.099 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.065 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.080 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
742.00% |
| Volatility 6M: |
|
359.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
