Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
| 2024-09-19 5:17:35 PM |
Chg.+0.320 |
Bid5:51:40 PM |
Ask5:51:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+13.73% |
-
Bid Size: - |
-
Ask Size: - |
HOLCIM N |
60.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU1VJY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
2.35 |
| Time value: |
0.12 |
| Break-even: |
88.47 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.31 |
| Rho: |
0.14 |
Quote data
| Open: |
2.560 |
| High: |
2.650 |
| Low: |
2.560 |
| Previous Close: |
2.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.45% |
| 1 Month |
|
|
+33.84% |
| 3 Months |
|
|
+19.91% |
| YTD |
|
|
+184.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.200 |
| 1M High / 1M Low: |
2.650 |
1.920 |
| 6M High / 6M Low: |
2.650 |
1.540 |
| High (YTD): |
2024-09-19 |
2.650 |
| Low (YTD): |
2024-01-23 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.342 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.018 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.36% |
| Volatility 6M: |
|
74.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
