Soc. Generale Call 95 HOLN 21.03.2025
/ DE000SY64LJ1
Soc. Generale Call 95 HOLN 21.03..../ DE000SY64LJ1 /
| 2024-11-18 2:23:16 PM |
Chg.+0.010 |
Bid2024-11-18 |
Ask2024-11-18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
+5.00% |
0.210
Bid Size: 150,000 |
0.220
Ask Size: 150,000 |
HOLCIM N |
95.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SY64LJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
-0.72 |
| Time value: |
0.25 |
| Break-even: |
104.03 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
4.17% |
| Delta: |
0.33 |
| Theta: |
-0.02 |
| Omega: |
12.58 |
| Rho: |
0.10 |
Quote data
| Open: |
0.200 |
| High: |
0.250 |
| Low: |
0.200 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.24% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
+116.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.200 |
| 1M High / 1M Low: |
0.340 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
