Soc. Generale Call 400 ZURN 20.09.2024
/ DE000SW13P67
Soc. Generale Call 400 ZURN 20.09.../ DE000SW13P67 /
| 16/07/2024 08:54:46 |
Chg.-0.41 |
Bid13:40:38 |
Ask13:40:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.25EUR |
-5.35% |
7.62
Bid Size: 10,000 |
7.68
Ask Size: 10,000 |
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: |
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: |
7.25 |
| High: |
7.25 |
| Low: |
7.25 |
| Previous Close: |
7.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.69% |
| 1 Month |
|
|
-6.93% |
| 3 Months |
|
|
+22.88% |
| YTD |
|
|
+55.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.79 |
7.06 |
| 1M High / 1M Low: |
8.96 |
6.64 |
| 6M High / 6M Low: |
9.28 |
3.55 |
| High (YTD): |
21/03/2024 |
9.28 |
| Low (YTD): |
13/02/2024 |
3.55 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.58% |
| Volatility 6M: |
|
116.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
