Soc. Generale Call 16 RAW 20.09.2024
/ DE000SW1ZTZ3
Soc. Generale Call 16 RAW 20.09.2.../ DE000SW1ZTZ3 /
| 2024-05-02 9:49:35 PM |
Chg.-0.300 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.560EUR |
-10.49% |
2.570
Bid Size: 1,200 |
2.710
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: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.38 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.28 |
| Parity: |
1.38 |
| Time value: |
1.59 |
| Break-even: |
18.97 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.18 |
| Spread %: |
6.45% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
3.98 |
| Rho: |
0.03 |
Quote data
| Open: |
2.730 |
| High: |
2.940 |
| Low: |
2.520 |
| Previous Close: |
2.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.58% |
| 1 Month |
|
|
-18.21% |
| 3 Months |
|
|
-26.22% |
| YTD |
|
|
-28.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.380 |
2.860 |
| 1M High / 1M Low: |
3.500 |
2.530 |
| 6M High / 6M Low: |
4.710 |
0.950 |
| High (YTD): |
2024-02-22 |
4.710 |
| Low (YTD): |
2024-03-21 |
2.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.203 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.037 |
| Avg. volume 6M: |
|
.718 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.88% |
| Volatility 6M: |
|
142.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
