Soc. Generale Call 70 HOLN 20.12..../  DE000SU1VJZ5  /

Frankfurt Zert./SG
14/06/2024  21:36:04 Chg.-0.150 Bid21:38:18 Ask21:38:18 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 20/12/2024 Call
 

Master data

WKN: SU1VJZ
Issuer: Société Générale
Currency: EUR
Underlying: HOLCIM N
Type: Warrant
Option type: Call
Strike price: 70.00 CHF
Maturity: 20/12/2024
Issue date: 07/11/2023
Last trading day: 19/12/2024
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): 13/06/2024 1.350
Low (YTD): 26/01/2024 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:   -