Soc. Generale Call 140 ZTS 21.03.2025
/ DE000SW9C0P7
Soc. Generale Call 140 ZTS 21.03..../ DE000SW9C0P7 /
| 2024-06-14 9:40:03 PM |
Chg.-0.040 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
-1.02% |
3.910
Bid Size: 3,000 |
3.930
Ask Size: 3,000 |
Zoetis Inc |
140.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW9C0P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
2.85 |
| Time value: |
1.07 |
| Break-even: |
169.98 |
| Moneyness: |
1.22 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
3.25 |
| Rho: |
0.67 |
Quote data
| Open: |
3.860 |
| High: |
3.900 |
| Low: |
3.810 |
| Previous Close: |
3.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.55% |
| 1 Month |
|
|
-6.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.540 |
3.900 |
| 1M High / 1M Low: |
4.540 |
3.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
