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Soc. Generale Call 14 RAW 20.09.2.../  DE000SW1ZTY6  /

Frankfurt Zert./SG
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:   -