Soc. Generale Call 160 ZTS 20.12.2024
/ DE000SU2YK76
Soc. Generale Call 160 ZTS 20.12..../ DE000SU2YK76 /
| 7/25/2024 12:13:09 PM |
Chg.-0.020 |
Bid12:41:05 PM |
Ask12:41:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
-0.74% |
2.680
Bid Size: 2,000 |
2.770
Ask Size: 2,000 |
Zoetis Inc |
160.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2YK7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.23 |
| Parity: |
1.81 |
| Time value: |
0.91 |
| Break-even: |
174.83 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.75 |
| Theta: |
-0.05 |
| Omega: |
4.55 |
| Rho: |
0.39 |
Quote data
| Open: |
2.670 |
| High: |
2.710 |
| Low: |
2.650 |
| Previous Close: |
2.700 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.37% |
| 1 Month |
|
|
+32.67% |
| 3 Months |
|
|
+77.48% |
| YTD |
|
|
-42.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.760 |
2.600 |
| 1M High / 1M Low: |
2.820 |
2.020 |
| 6M High / 6M Low: |
4.720 |
1.100 |
| High (YTD): |
2/28/2024 |
4.720 |
| Low (YTD): |
4/22/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.51% |
| Volatility 6M: |
|
124.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
