Soc. Generale Call 16 RAW 20.09.2024
/ DE000SW1ZTZ3
Soc. Generale Call 16 RAW 20.09.2.../ DE000SW1ZTZ3 /
| 7/10/2024 8:12:30 AM |
Chg.-0.26 |
Bid4:02:16 PM |
Ask4:02:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-12.50% |
1.86
Bid Size: 2,000 |
1.92
Ask Size: 2,000 |
RAIFFEISEN BK INTL I... |
16.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.65 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
1.20 |
| Time value: |
0.76 |
| Break-even: |
17.96 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.06 |
| Spread %: |
3.16% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
6.16 |
| Rho: |
0.02 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.25% |
| 1 Month |
|
|
-2.15% |
| 3 Months |
|
|
-48.15% |
| YTD |
|
|
-48.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.78 |
| 1M High / 1M Low: |
2.12 |
1.31 |
| 6M High / 6M Low: |
4.64 |
1.31 |
| High (YTD): |
1/30/2024 |
4.64 |
| Low (YTD): |
6/17/2024 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
.70 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.71% |
| Volatility 6M: |
|
135.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
