Soc. Generale Call 90 HOLN 19.12.2025
/ DE000SJ284L7
Soc. Generale Call 90 HOLN 19.12..../ DE000SJ284L7 /
| 23/01/2025 09:24:21 |
Chg.+0.020 |
Bid17:44:53 |
Ask17:44:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+3.13% |
0.640
Bid Size: 9,000 |
0.730
Ask Size: 9,000 |
HOLCIM N |
90.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
SJ284L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
HOLCIM N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
21/11/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-0.16 |
| Time value: |
0.66 |
| Break-even: |
101.96 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.55 |
| Theta: |
-0.01 |
| Omega: |
7.84 |
| Rho: |
0.41 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.640 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.69% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
+10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.490 |
| 1M High / 1M Low: |
0.680 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.680 |
| Low (YTD): |
15/01/2025 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.583 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |