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Soc. Generale Call 400 ZURN 20.09.../  DE000SW13P67  /

EUWAX
17/09/2024  08:53:38 Chg.+0.70 Bid17:54:36 Ask17:54:36 Underlying Strike price Expiration date Option type
11.05EUR +6.76% -
Bid Size: -		 -
Ask Size: -		 ZURICH INSURANCE N 400.00 CHF 20/09/2024 Call
 

Master data

WKN: SW13P6
Issuer: Société Générale
Currency: EUR
Underlying: ZURICH INSURANCE N
Type: Warrant
Option type: Call
Strike price: 400.00 CHF
Maturity: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 11.64
Intrinsic value: 11.63
Implied volatility: 1.56
Historic volatility: 0.15
Parity: 11.63
Time value: 0.13
Break-even: 542.92
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.34
Spread abs.: -0.29
Spread %: -2.41%
Delta: 0.96
Theta: -1.07
Omega: 4.43
Rho: 0.03
 

Quote data

Open: 11.05
High: 11.05
Low: 11.05
Previous Close: 10.35
Turnover: -
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+2.50%
1 Month  
+50.55%
3 Months  
+53.47%
YTD  
+136.62%
1 Year  
+150.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.78 9.51
1M High / 1M Low: 10.78 7.51
6M High / 6M Low: 10.78 4.47
High (YTD): 10/09/2024 10.78
Low (YTD): 13/02/2024 3.55
52W High: 10/09/2024 10.78
52W Low: 04/10/2023 3.31
Avg. price 1W:   10.21
Avg. volume 1W:   0.00
Avg. price 1M:   8.90
Avg. volume 1M:   0.00
Avg. price 6M:   7.34
Avg. volume 6M:   0.00
Avg. price 1Y:   6.19
Avg. volume 1Y:   0.00
Volatility 1M:   133.06%
Volatility 6M:   119.57%
Volatility 1Y:   109.52%
Volatility 3Y:   -