Soc. Generale Call 16 INN1 20.09.2024
/ DE000SW1ZQ68
Soc. Generale Call 16 INN1 20.09..../ DE000SW1ZQ68 /
| 2024-06-04 9:48:36 PM |
Chg.-0.210 |
Bid9:57:56 PM |
Ask9:57:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-19.09% |
0.890
Bid Size: 3,400 |
0.920
Ask Size: 3,400 |
ING GROEP NV EO... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZQ6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ING GROEP NV EO -,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.47 |
| Time value: |
0.68 |
| Break-even: |
17.15 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.65 |
| Theta: |
0.00 |
| Omega: |
9.32 |
| Rho: |
0.03 |
Quote data
| Open: |
1.070 |
| High: |
1.080 |
| Low: |
0.870 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.88% |
| 1 Month |
|
|
-3.26% |
| 3 Months |
|
|
+985.37% |
| YTD |
|
|
+217.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.940 |
| 1M High / 1M Low: |
1.230 |
0.940 |
| 6M High / 6M Low: |
1.230 |
0.062 |
| High (YTD): |
2024-05-21 |
1.230 |
| Low (YTD): |
2024-02-26 |
0.062 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.399 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.70% |
| Volatility 6M: |
|
211.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
