Soc. Generale Call 16 ATS 20.09.2024
/ DE000SW7WY99
Soc. Generale Call 16 ATS 20.09.2.../ DE000SW7WY99 /
| 17/07/2024 08:12:50 |
Chg.0.00 |
Bid13:17:13 |
Ask13:17:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.78EUR |
0.00% |
4.58
Bid Size: 1,000 |
4.95
Ask Size: 1,000 |
AT+S AUSTR.T.+SYSTEM... |
16.00 - |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
19/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.58 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.42 |
| Parity: |
4.58 |
| Time value: |
0.71 |
| Break-even: |
21.29 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.37 |
| Spread %: |
7.52% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
3.27 |
| Rho: |
0.02 |
Quote data
| Open: |
4.78 |
| High: |
4.78 |
| Low: |
4.78 |
| Previous Close: |
4.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.42% |
| 1 Month |
|
|
-8.78% |
| 3 Months |
|
|
+49.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.98 |
4.45 |
| 1M High / 1M Low: |
6.24 |
4.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
