Soc. Generale Call 65 HOLN 21.06.2024
/ DE000SU1VJX0
Soc. Generale Call 65 HOLN 21.06..../ DE000SU1VJX0 /
| 2024-05-06 8:32:28 AM |
Chg.+0.06 |
Bid3:52:58 PM |
Ask3:52:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
+5.41% |
1.43
Bid Size: 60,000 |
1.44
Ask Size: 60,000 |
HOLCIM N |
65.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SU1VJX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.35 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.23 |
| Parity: |
1.31 |
| Time value: |
0.05 |
| Break-even: |
80.33 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
5.64 |
| Rho: |
0.08 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.30% |
| 1 Month |
|
|
-21.48% |
| 3 Months |
|
|
+225.00% |
| YTD |
|
|
+165.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.08 |
| 1M High / 1M Low: |
1.49 |
1.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-27 |
1.72 |
| Low (YTD): |
2024-01-23 |
0.24 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
