Soc. Generale Call 16 1U1 20.09.2024
/ DE000SW1ZGX5
Soc. Generale Call 16 1U1 20.09.2.../ DE000SW1ZGX5 /
| 2024-06-03 3:08:23 PM |
Chg.+0.16 |
Bid3:31:02 PM |
Ask3:31:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
+6.43% |
2.61
Bid Size: 1,200 |
2.75
Ask Size: 1,200 |
1+1 AG INH O.N. |
16.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZGX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
1+1 AG INH O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.33 |
| Parity: |
1.46 |
| Time value: |
1.23 |
| Break-even: |
18.69 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.13 |
| Spread %: |
5.08% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
4.50 |
| Rho: |
0.03 |
Quote data
| Open: |
2.50 |
| High: |
2.65 |
| Low: |
2.50 |
| Previous Close: |
2.49 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.33% |
| 1 Month |
|
|
+27.40% |
| 3 Months |
|
|
-17.19% |
| YTD |
|
|
-36.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.41 |
| 1M High / 1M Low: |
2.80 |
2.08 |
| 6M High / 6M Low: |
4.92 |
1.85 |
| High (YTD): |
2024-01-24 |
4.92 |
| Low (YTD): |
2024-04-17 |
1.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.03% |
| Volatility 6M: |
|
114.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
