Soc. Generale Call 14 RAW 20.09.2024
/ DE000SW1ZTY6
Soc. Generale Call 14 RAW 20.09.2.../ DE000SW1ZTY6 /
2024-08-05 9:44:51 PM |
Chg.-0.480 |
Bid9:59:26 PM |
Ask9:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.380EUR |
-16.78% |
2.380 Bid Size: 1,300 |
2.530 Ask Size: 1,300 |
RAIFFEISEN BK INTL I... |
14.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
SW1ZTY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
14.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-08 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.71 |
Intrinsic value: |
2.62 |
Implied volatility: |
0.59 |
Historic volatility: |
0.29 |
Parity: |
2.62 |
Time value: |
0.42 |
Break-even: |
17.04 |
Moneyness: |
1.19 |
Premium: |
0.03 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.15 |
Spread %: |
5.19% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
4.52 |
Rho: |
0.01 |
Quote data
Open: |
2.360 |
High: |
2.480 |
Low: |
2.040 |
Previous Close: |
2.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-43.33% |
1 Month |
|
|
-34.79% |
3 Months |
|
|
-36.19% |
YTD |
|
|
-52.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.200 |
2.380 |
1M High / 1M Low: |
4.200 |
2.380 |
6M High / 6M Low: |
6.460 |
2.380 |
High (YTD): |
2024-02-22 |
6.460 |
Low (YTD): |
2024-08-05 |
2.380 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.440 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.549 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.164 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
128.20% |
Volatility 6M: |
|
110.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |