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Soc. Generale Call 16 RAW 20.09.2.../  DE000SW1ZTZ3  /

Frankfurt Zert./SG
2024-05-16  7:59:36 PM Chg.+0.050 Bid8:22:25 PM Ask8:22:25 PM Underlying Strike price Expiration date Option type
2.530EUR +2.02% 2.520
Bid Size: 1,200		 2.650
Ask Size: 1,200		 RAIFFEISEN BK INTL I... 16.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZTZ
Issuer: Société Générale
Currency: EUR
Underlying: RAIFFEISEN BK INTL INH.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 6.70
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 1.28
Implied volatility: 0.45
Historic volatility: 0.28
Parity: 1.28
Time value: 1.30
Break-even: 18.58
Moneyness: 1.08
Premium: 0.08
Premium p.a.: 0.23
Spread abs.: 0.06
Spread %: 2.38%
Delta: 0.68
Theta: -0.01
Omega: 4.57
Rho: 0.03
 

Quote data

Open: 2.480
High: 2.570
Low: 2.480
Previous Close: 2.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.23%
1 Month
  -6.30%
3 Months
  -39.47%
YTD
  -29.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.880 2.480
1M High / 1M Low: 3.420 2.250
6M High / 6M Low: 4.710 1.540
High (YTD): 2024-02-22 4.710
Low (YTD): 2024-05-03 2.250
52W High: - -
52W Low: - -
Avg. price 1W:   2.776
Avg. volume 1W:   0.000
Avg. price 1M:   2.830
Avg. volume 1M:   0.000
Avg. price 6M:   3.141
Avg. volume 6M:   .718
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   132.38%
Volatility 6M:   136.95%
Volatility 1Y:   -
Volatility 3Y:   -