Soc. Generale Call 70 HOLN 20.12.2024
/ DE000SU1VJZ5
Soc. Generale Call 70 HOLN 20.12..../ DE000SU1VJZ5 /
| 2024-06-14 9:36:04 PM |
Chg.-0.150 |
Bid9:38:18 PM |
Ask9:38:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
-11.11% |
1.210
Bid Size: 7,000 |
1.330
Ask Size: 7,000 |
HOLCIM N |
70.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
SU1VJZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 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: |
6.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.99 |
| Time value: |
0.29 |
| Break-even: |
86.26 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
5.34 |
| Rho: |
0.29 |
Quote data
| Open: |
1.330 |
| High: |
1.330 |
| Low: |
1.200 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
+3.45% |
| 3 Months |
|
|
+31.87% |
| YTD |
|
|
+224.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.190 |
| 1M High / 1M Low: |
1.350 |
1.050 |
| 6M High / 6M Low: |
1.350 |
0.230 |
| High (YTD): |
2024-06-13 |
1.350 |
| Low (YTD): |
2024-01-26 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.93% |
| Volatility 6M: |
|
141.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
