Soc. Generale Call 70 HOLN 21.03.2025
/ DE000SU9AAF3
Soc. Generale Call 70 HOLN 21.03..../ DE000SU9AAF3 /
| 2024-06-14 9:38:37 PM |
Chg.-0.140 |
Bid9:54:28 PM |
Ask9:54:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.330EUR |
-9.52% |
1.340
Bid Size: 8,000 |
1.460
Ask Size: 8,000 |
HOLCIM N |
70.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SU9AAF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.23 |
| Parity: |
0.99 |
| Time value: |
0.41 |
| Break-even: |
87.46 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.77 |
| Rho: |
0.40 |
Quote data
| Open: |
1.450 |
| High: |
1.450 |
| Low: |
1.330 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.72% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
+34.34% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.470 |
1.320 |
| 1M High / 1M Low: |
1.470 |
1.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
