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Soc. Generale Call 16 RAW 20.12.2.../  DE000SU13WG9  /

Frankfurt Zert./SG
2024-06-28  9:41:37 PM Chg.-0.010 Bid9:59:37 PM Ask9:59:37 PM Underlying Strike price Expiration date Option type
1.970EUR -0.51% 2.000
Bid Size: 1,500		 2.110
Ask Size: 1,500		 RAIFFEISEN BK INTL I... 16.00 EUR 2024-12-20 Call
 

Master data

WKN: SU13WG
Issuer: Société Générale
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 7.69
Leverage: Yes

Calculated values

Fair value: 1.52
Intrinsic value: 0.22
Implied volatility: 0.42
Historic volatility: 0.29
Parity: 0.22
Time value: 1.89
Break-even: 18.11
Moneyness: 1.01
Premium: 0.12
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 2.43%
Delta: 0.60
Theta: -0.01
Omega: 4.61
Rho: 0.04
 

Quote data

Open: 1.980
High: 2.120
Low: 1.940
Previous Close: 1.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.37%
1 Month
  -26.22%
3 Months
  -41.54%
YTD
  -50.13%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.200 1.970
1M High / 1M Low: 2.670 1.770
6M High / 6M Low: 4.980 1.770
High (YTD): 2024-01-30 4.980
Low (YTD): 2024-06-14 1.770
52W High: - -
52W Low: - -
Avg. price 1W:   2.062
Avg. volume 1W:   0.000
Avg. price 1M:   2.286
Avg. volume 1M:   0.000
Avg. price 6M:   3.476
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   116.25%
Volatility 6M:   106.36%
Volatility 1Y:   -
Volatility 3Y:   -