Soc. Generale Call 16 ATS 20.09.2024
/ DE000SW7WY99
Soc. Generale Call 16 ATS 20.09.2.../ DE000SW7WY99 /
| 16/08/2024 08:14:52 |
Chg.+0.06 |
Bid15:49:17 |
Ask15:49:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+4.80% |
1.66
Bid Size: 1,900 |
1.80
Ask Size: 1,900 |
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: |
11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.43 |
| Parity: |
0.04 |
| Time value: |
1.41 |
| Break-even: |
17.45 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.12 |
| Spread %: |
9.02% |
| Delta: |
0.55 |
| Theta: |
-0.02 |
| Omega: |
6.13 |
| Rho: |
0.01 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.25 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.25% |
| 1 Month |
|
|
-72.59% |
| 3 Months |
|
|
-73.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.11 |
| 1M High / 1M Low: |
4.78 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
