Soc. Generale Call 400 ZURN 20.09.2024
/ DE000SW13P67
Soc. Generale Call 400 ZURN 20.09.../ DE000SW13P67 /
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: |
|
- |