Soc. Generale Call 16 ATS 21.06.2024
/ DE000SW7WY81
Soc. Generale Call 16 ATS 21.06.2.../ DE000SW7WY81 /
2024-05-22 12:07:40 PM |
Chg.+0.230 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
5.890EUR |
+4.06% |
5.890 Bid Size: 600 |
6.290 Ask Size: 600 |
AT+S AUSTR.T.+SYSTEM... |
16.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SW7WY8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AT+S AUSTR.T.+SYSTEMT. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.89 |
Intrinsic value: |
5.84 |
Implied volatility: |
0.77 |
Historic volatility: |
0.42 |
Parity: |
5.84 |
Time value: |
0.19 |
Break-even: |
22.03 |
Moneyness: |
1.37 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.39 |
Spread %: |
6.91% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
3.40 |
Rho: |
0.01 |
Quote data
Open: |
5.480 |
High: |
5.970 |
Low: |
5.480 |
Previous Close: |
5.660 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+28.88% |
1 Month |
|
|
+52.20% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.200 |
4.570 |
1M High / 1M Low: |
6.200 |
3.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.568 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.765 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
160.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |