Soc. Generale Call 16 RAW 20.09.2024
/ DE000SW1ZTZ3
Soc. Generale Call 16 RAW 20.09.2.../ DE000SW1ZTZ3 /
02/08/2024 08:12:23 |
Chg.-0.37 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
-15.81% |
- Bid Size: - |
- Ask Size: - |
RAIFFEISEN BK INTL I... |
16.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW1ZTZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
RAIFFEISEN BK INTL INH. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.08 |
Intrinsic value: |
0.62 |
Implied volatility: |
0.46 |
Historic volatility: |
0.29 |
Parity: |
0.62 |
Time value: |
0.84 |
Break-even: |
17.46 |
Moneyness: |
1.04 |
Premium: |
0.05 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.08 |
Spread %: |
5.80% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
7.21 |
Rho: |
0.01 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
2.34 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.50% |
1 Month |
|
|
-7.08% |
3 Months |
|
|
-16.88% |
YTD |
|
|
-44.35% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.14 |
1.97 |
1M High / 1M Low: |
3.14 |
1.79 |
6M High / 6M Low: |
4.63 |
1.31 |
High (YTD): |
30/01/2024 |
4.64 |
Low (YTD): |
17/06/2024 |
1.31 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.41 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.09 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
251.29% |
Volatility 6M: |
|
160.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |