Soc. Generale Call 400 ZURN 20.09.2024
/ DE000SW13P67
Soc. Generale Call 400 ZURN 20.09.../ DE000SW13P67 /
| 7/16/2024 1:34:25 PM |
Chg.+0.080 |
Bid1:42:53 PM |
Ask1:42:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.640EUR |
+1.06% |
7.610
Bid Size: 10,000 |
7.670
Ask Size: 10,000 |
ZURICH INSURANCE N |
400.00 CHF |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.07 |
| Intrinsic value: |
7.80 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
7.80 |
| Time value: |
0.51 |
| Break-even: |
493.51 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.06 |
| Spread %: |
0.73% |
| Delta: |
0.92 |
| Theta: |
-0.11 |
| Omega: |
5.42 |
| Rho: |
0.66 |
Quote data
| Open: |
7.290 |
| High: |
7.910 |
| Low: |
7.250 |
| Previous Close: |
7.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.80% |
| 1 Month |
|
|
+5.38% |
| 3 Months |
|
|
+44.15% |
| YTD |
|
|
+60.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.920 |
7.360 |
| 1M High / 1M Low: |
8.810 |
6.920 |
| 6M High / 6M Low: |
8.810 |
3.620 |
| High (YTD): |
6/24/2024 |
8.810 |
| Low (YTD): |
2/12/2024 |
3.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.656 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.20% |
| Volatility 6M: |
|
95.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
