OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
14/08/2024  10:05:41 Chg.+0.840 Bid21:59:58 Ask21:59:58 Underlying Strike price Expiration date Option type
7.410EUR +12.79% 7.010
Bid Size: 1,000		 8.600
Ask Size: 1,000		 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: 6.58
Leverage: Yes

Calculated values

Fair value: 6.67
Intrinsic value: 6.52
Implied volatility: 0.51
Historic volatility: 0.15
Parity: 6.52
Time value: 0.87
Break-even: 494.64
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.07
Spread %: 0.96%
Delta: 0.84
Theta: -0.29
Omega: 5.52
Rho: 0.34
 

Quote data

Open: 7.410
High: 7.410
Low: 7.410
Previous Close: 6.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.66%
1 Month
  -5.12%
3 Months  
+32.32%
YTD  
+55.67%
1 Year  
+93.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.080 5.880
1M High / 1M Low: 8.100 5.560
6M High / 6M Low: 8.810 4.090
High (YTD): 24/06/2024 8.810
Low (YTD): 12/02/2024 3.620
52W High: 24/06/2024 8.810
52W Low: 22/08/2023 3.090
Avg. price 1W:   6.438
Avg. volume 1W:   0.000
Avg. price 1M:   7.015
Avg. volume 1M:   0.000
Avg. price 6M:   6.842
Avg. volume 6M:   0.000
Avg. price 1Y:   5.601
Avg. volume 1Y:   0.000
Volatility 1M:   136.78%
Volatility 6M:   98.05%
Volatility 1Y:   93.57%
Volatility 3Y:   -