Soc. Generale Call 90 HOLN 19.09.2025
/ DE000SY64LL7
Soc. Generale Call 90 HOLN 19.09..../ DE000SY64LL7 /
| 23/01/2025 21:09:16 |
Chg.+0.040 |
Bid23/01/2025 |
Ask23/01/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+8.33% |
0.520
Bid Size: 9,000 |
0.610
Ask Size: 9,000 |
HOLCIM N |
90.00 CHF |
19/09/2025 |
Call |
Master data
| WKN: |
SY64LL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
19/09/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
18/09/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
-0.16 |
| Time value: |
0.52 |
| Break-even: |
100.56 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.96% |
| Delta: |
0.53 |
| Theta: |
-0.01 |
| Omega: |
9.55 |
| Rho: |
0.29 |
Quote data
| Open: |
0.470 |
| High: |
0.550 |
| Low: |
0.470 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.94% |
| 1 Month |
|
|
+15.56% |
| 3 Months |
|
|
+44.44% |
| YTD |
|
|
+6.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.340 |
| 1M High / 1M Low: |
0.530 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
0.530 |
| Low (YTD): |
14/01/2025 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.430 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |