Soc. Generale Call 160 ZTS 21.06.2024
/ DE000SV9WSX1
Soc. Generale Call 160 ZTS 21.06..../ DE000SV9WSX1 /
| 2024-05-31 9:50:57 PM |
Chg.+0.040 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+4.00% |
1.060
Bid Size: 3,000 |
1.090
Ask Size: 3,000 |
Zoetis Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV9WSX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
0.88 |
| Time value: |
0.23 |
| Break-even: |
158.59 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
2.78% |
| Delta: |
0.77 |
| Theta: |
-0.12 |
| Omega: |
10.78 |
| Rho: |
0.06 |
Quote data
| Open: |
1.000 |
| High: |
1.090 |
| Low: |
0.980 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.31% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
-68.48% |
| YTD |
|
|
-73.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.000 |
| 1M High / 1M Low: |
1.500 |
0.940 |
| 6M High / 6M Low: |
4.270 |
0.230 |
| High (YTD): |
2024-01-10 |
4.080 |
| Low (YTD): |
2024-04-22 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.445 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.95% |
| Volatility 6M: |
|
213.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
