Soc. Generale Call 16 RAW 20.09.2024
/ DE000SW1ZTZ3
Soc. Generale Call 16 RAW 20.09.2.../ DE000SW1ZTZ3 /
| 2024-05-17 9:50:44 PM |
Chg.+0.140 |
Bid9:56:32 PM |
Ask9:56:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+5.58% |
2.650
Bid Size: 1,200 |
2.780
Ask Size: 1,200 |
RAIFFEISEN BK INTL I... |
16.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZTZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
RAIFFEISEN BK INTL INH. |
| 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: |
6.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
1.44 |
| Time value: |
1.15 |
| Break-even: |
18.59 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.06 |
| Spread %: |
2.37% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
0.03 |
Quote data
| Open: |
2.500 |
| High: |
2.830 |
| Low: |
2.500 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.99% |
| 1 Month |
|
|
-1.12% |
| 3 Months |
|
|
-36.60% |
| YTD |
|
|
-25.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.880 |
2.480 |
| 1M High / 1M Low: |
3.420 |
2.250 |
| 6M High / 6M Low: |
4.710 |
1.540 |
| High (YTD): |
2024-02-22 |
4.710 |
| Low (YTD): |
2024-05-03 |
2.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.708 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.148 |
| Avg. volume 6M: |
|
.718 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.43% |
| Volatility 6M: |
|
136.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
