Soc. Generale Call 16 ATS 21.06.2024
/ DE000SW7WY81
Soc. Generale Call 16 ATS 21.06.2.../ DE000SW7WY81 /
| 2024-06-07 8:12:51 AM |
Chg.+0.07 |
Bid4:40:49 PM |
Ask4:40:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.62EUR |
+1.26% |
6.84
Bid Size: 750 |
7.46
Ask Size: 750 |
AT+S AUSTR.T.+SYSTEM... |
16.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
SW7WY8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.22 |
| Intrinsic value: |
6.20 |
| Implied volatility: |
1.33 |
| Historic volatility: |
0.42 |
| Parity: |
6.20 |
| Time value: |
0.26 |
| Break-even: |
22.46 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.62 |
| Spread %: |
10.62% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.16 |
| Rho: |
0.01 |
Quote data
| Open: |
5.62 |
| High: |
5.62 |
| Low: |
5.62 |
| Previous Close: |
5.55 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.66% |
| 1 Month |
|
|
+31.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.55 |
4.80 |
| 1M High / 1M Low: |
6.09 |
4.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
