Soc. Generale Call 140 ZTS 19.09.2025
/ DE000SW97UK4
Soc. Generale Call 140 ZTS 19.09..../ DE000SW97UK4 /
2024-09-20 6:01:57 PM |
Chg.-0.050 |
Bid6:02:36 PM |
Ask6:02:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.560EUR |
-0.89% |
5.560 Bid Size: 25,000 |
5.570 Ask Size: 25,000 |
Zoetis Inc |
140.00 USD |
2025-09-19 |
Call |
Master data
WKN: |
SW97UK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Zoetis Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2025-09-19 |
Issue date: |
2024-05-10 |
Last trading day: |
2025-09-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.27 |
Intrinsic value: |
4.77 |
Implied volatility: |
0.37 |
Historic volatility: |
0.23 |
Parity: |
4.77 |
Time value: |
0.89 |
Break-even: |
182.05 |
Moneyness: |
1.38 |
Premium: |
0.05 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.18% |
Delta: |
0.87 |
Theta: |
-0.03 |
Omega: |
2.68 |
Rho: |
0.95 |
Quote data
Open: |
5.440 |
High: |
5.640 |
Low: |
5.440 |
Previous Close: |
5.610 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+0.18% |
1 Month |
|
|
+11.42% |
3 Months |
|
|
+28.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.960 |
5.550 |
1M High / 1M Low: |
5.960 |
4.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.752 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.252 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
42.94% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |