Soc. Generale Call 14 INN1 20.09.2024
/ DE000SW1ZQ50
Soc. Generale Call 14 INN1 20.09..../ DE000SW1ZQ50 /
| 2024-06-04 5:53:19 PM |
Chg.-0.330 |
Bid6:13:13 PM |
Ask6:13:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.350EUR |
-12.31% |
2.320
Bid Size: 2,000 |
2.360
Ask Size: 2,000 |
ING GROEP NV EO... |
14.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZQ5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
2.47 |
| Time value: |
0.27 |
| Break-even: |
16.74 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
5.41 |
| Rho: |
0.04 |
Quote data
| Open: |
2.650 |
| High: |
2.650 |
| Low: |
2.350 |
| Previous Close: |
2.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.11% |
| 1 Month |
|
|
+2.17% |
| 3 Months |
|
|
+683.33% |
| YTD |
|
|
+190.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.430 |
| 1M High / 1M Low: |
2.820 |
2.370 |
| 6M High / 6M Low: |
2.820 |
0.190 |
| High (YTD): |
2024-05-21 |
2.820 |
| Low (YTD): |
2024-02-08 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.559 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.095 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.56% |
| Volatility 6M: |
|
171.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
