Soc. Generale Call 60 HOLN 20.12.2024
/ DE000SU1VJY8
Soc. Generale Call 60 HOLN 20.12..../ DE000SU1VJY8 /
| 2024-06-18 5:47:37 PM |
Chg.+0.020 |
Bid5:58:51 PM |
Ask5:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.150EUR |
+0.94% |
2.160
Bid Size: 6,000 |
2.420
Ask Size: 6,000 |
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: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
2.08 |
| Time value: |
0.18 |
| Break-even: |
85.44 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.28 |
Quote data
| Open: |
2.110 |
| High: |
2.330 |
| Low: |
2.110 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.88% |
| 1 Month |
|
|
+12.57% |
| 3 Months |
|
|
+24.28% |
| YTD |
|
|
+131.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
2.050 |
| 1M High / 1M Low: |
2.230 |
1.880 |
| 6M High / 6M Low: |
2.230 |
0.670 |
| High (YTD): |
2024-06-13 |
2.230 |
| Low (YTD): |
2024-01-23 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.008 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.461 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.98% |
| Volatility 6M: |
|
96.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
