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

Frankfurt Zert./SG
8/9/2024  8:22:51 PM Chg.0.000 Bid8:47:06 PM Ask8:47:06 PM Underlying Strike price Expiration date Option type
0.610EUR 0.00% 0.610
Bid Size: 5,000		 0.670
Ask Size: 5,000		 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: 23.39
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.27
Implied volatility: 0.23
Historic volatility: 0.17
Parity: 0.27
Time value: 0.34
Break-even: 14.61
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.63
Theta: -0.01
Omega: 14.81
Rho: 0.01
 

Quote data

Open: 0.570
High: 0.680
Low: 0.570
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.91%
1 Month  
+5.17%
3 Months
  -54.81%
YTD
  -68.72%
1 Year
  -48.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.460
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:   0.538
Avg. volume 1W:   0.000
Avg. price 1M:   0.621
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   1.336
Avg. volume 1Y:   0.000
Volatility 1M:   302.38%
Volatility 6M:   194.50%
Volatility 1Y:   152.92%
Volatility 3Y:   -