Soc. Generale Call 70 HOLN 21.03.2025
/ DE000SU9AAF3
Soc. Generale Call 70 HOLN 21.03..../ DE000SU9AAF3 /
| 1/23/2025 1:22:53 PM |
Chg.+0.130 |
Bid2:31:32 PM |
Ask2:31:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
+6.74% |
2.050
Bid Size: 45,000 |
2.060
Ask Size: 45,000 |
HOLCIM N |
70.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
SU9AAF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
2/13/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.99 |
| Intrinsic value: |
1.96 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.21 |
| Parity: |
1.96 |
| Time value: |
0.05 |
| Break-even: |
94.27 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
0.11 |
Quote data
| Open: |
1.900 |
| High: |
2.060 |
| Low: |
1.900 |
| Previous Close: |
1.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.16% |
| 1 Month |
|
|
+8.99% |
| 3 Months |
|
|
+43.06% |
| YTD |
|
|
+6.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.620 |
| 1M High / 1M Low: |
2.030 |
1.530 |
| 6M High / 6M Low: |
2.350 |
0.840 |
| High (YTD): |
1/8/2025 |
2.030 |
| Low (YTD): |
1/13/2025 |
1.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.824 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.649 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.44% |
| Volatility 6M: |
|
99.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |