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Soc. Generale Call 14 ENI 19.09.2.../  DE000SW1VB02  /

Frankfurt Zert./SG
8/30/2024  9:39:58 PM Chg.-0.130 Bid9:59:34 PM Ask9:59:34 PM Underlying Strike price Expiration date Option type
0.750EUR -14.77% 0.770
Bid Size: 3,900		 0.830
Ask Size: 3,900		 ENI S.P.A. 14.00 EUR 9/19/2024 Call
 

Master data

WKN: SW1VB0
Issuer: Société Générale
Currency: EUR
Underlying: ENI S.P.A.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 9/19/2024
Issue date: 8/4/2023
Last trading day: 9/18/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 18.34
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.67
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.67
Time value: 0.13
Break-even: 14.80
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.18
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.80
Theta: -0.01
Omega: 14.70
Rho: 0.01
 

Quote data

Open: 0.900
High: 0.970
Low: 0.730
Previous Close: 0.880
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.63%
1 Month
  -23.47%
3 Months
  -22.68%
YTD
  -61.54%
1 Year
  -41.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.750
1M High / 1M Low: 0.980 0.460
6M High / 6M Low: 1.920 0.380
High (YTD): 1/4/2024 2.020
Low (YTD): 6/14/2024 0.380
52W High: 11/2/2023 2.340
52W Low: 6/14/2024 0.380
Avg. price 1W:   0.804
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.975
Avg. volume 6M:   0.000
Avg. price 1Y:   1.306
Avg. volume 1Y:   0.000
Volatility 1M:   237.96%
Volatility 6M:   199.06%
Volatility 1Y:   160.03%
Volatility 3Y:   -