Soc. Generale Call 16 ATS 20.09.2024
/ DE000SW7WY99
Soc. Generale Call 16 ATS 20.09.2.../ DE000SW7WY99 /
| 2024-07-24 9:38:02 PM |
Chg.-0.320 |
Bid8:34:30 AM |
Ask8:34:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.710EUR |
-7.94% |
3.610
Bid Size: 900 |
3.920
Ask Size: 900 |
AT+S AUSTR.T.+SYSTEM... |
16.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW7WY9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.42 |
| Parity: |
3.60 |
| Time value: |
0.74 |
| Break-even: |
20.34 |
| Moneyness: |
1.23 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.36 |
| Spread %: |
9.05% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
3.67 |
| Rho: |
0.02 |
Quote data
| Open: |
3.870 |
| High: |
3.940 |
| Low: |
3.690 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.25% |
| 1 Month |
|
|
-37.54% |
| 3 Months |
|
|
-22.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.430 |
3.710 |
| 1M High / 1M Low: |
6.160 |
3.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
