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

Frankfurt Zert./SG
2024-08-05  9:50:24 PM Chg.-0.420 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
1.650EUR -20.29% 1.670
Bid Size: 1,800		 1.780
Ask Size: 1,800		 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: 7.77
Leverage: Yes

Calculated values

Fair value: 1.61
Intrinsic value: 0.62
Implied volatility: 0.43
Historic volatility: 0.29
Parity: 0.62
Time value: 1.52
Break-even: 18.14
Moneyness: 1.04
Premium: 0.09
Premium p.a.: 0.26
Spread abs.: 0.08
Spread %: 3.88%
Delta: 0.63
Theta: -0.01
Omega: 4.88
Rho: 0.03
 

Quote data

Open: 1.680
High: 1.720
Low: 1.470
Previous Close: 2.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -38.43%
1 Month
  -38.66%
3 Months
  -39.34%
YTD
  -58.23%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.100 2.070
1M High / 1M Low: 3.100 2.070
6M High / 6M Low: 4.920 1.770
High (YTD): 2024-01-30 4.980
Low (YTD): 2024-06-14 1.770
52W High: - -
52W Low: - -
Avg. price 1W:   2.722
Avg. volume 1W:   0.000
Avg. price 1M:   2.654
Avg. volume 1M:   0.000
Avg. price 6M:   3.136
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.73%
Volatility 6M:   113.10%
Volatility 1Y:   -
Volatility 3Y:   -