Soc. Generale Call 160 ZTS 20.12.2024
/ DE000SU2YK76
Soc. Generale Call 160 ZTS 20.12..../ DE000SU2YK76 /
| 28/06/2024 21:39:36 |
Chg.-0.180 |
Bid21:59:48 |
Ask21:59:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
-7.00% |
2.360
Bid Size: 3,000 |
2.370
Ask Size: 3,000 |
Zoetis Inc |
160.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2YK7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.24 |
| Parity: |
1.25 |
| Time value: |
1.14 |
| Break-even: |
173.24 |
| Moneyness: |
1.08 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
4.72 |
| Rho: |
0.42 |
Quote data
| Open: |
2.570 |
| High: |
2.590 |
| Low: |
2.390 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.65% |
| 1 Month |
|
|
-1.24% |
| 3 Months |
|
|
+7.17% |
| YTD |
|
|
-48.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.020 |
| 1M High / 1M Low: |
2.810 |
1.970 |
| 6M High / 6M Low: |
4.720 |
1.100 |
| High (YTD): |
28/02/2024 |
4.720 |
| Low (YTD): |
22/04/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.353 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.999 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.08% |
| Volatility 6M: |
|
121.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
