Soc. Generale Call 80 HOLN 21.03.2025
/ DE000SU9AAG1
Soc. Generale Call 80 HOLN 21.03..../ DE000SU9AAG1 /
| 2024-06-14 9:45:21 PM |
Chg.-0.090 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-11.84% |
0.670
Bid Size: 10,000 |
0.750
Ask Size: 10,000 |
HOLCIM N |
80.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
SU9AAG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
11.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.23 |
| Parity: |
-0.06 |
| Time value: |
0.72 |
| Break-even: |
91.15 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.58 |
| Theta: |
-0.02 |
| Omega: |
6.72 |
| Rho: |
0.31 |
Quote data
| Open: |
0.740 |
| High: |
0.750 |
| Low: |
0.670 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.35% |
| 1 Month |
|
|
+9.84% |
| 3 Months |
|
|
+52.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.660 |
| 1M High / 1M Low: |
0.760 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
