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Soc. Generale Call 32 BAC 20.09.2.../  DE000SW1YRN6  /

Frankfurt Zert./SG
8/8/2024  5:08:29 PM Chg.+0.060 Bid5:11:21 PM Ask8/8/2024 Underlying Strike price Expiration date Option type
0.600EUR +11.11% 0.590
Bid Size: 300,000		 -
Ask Size: -		 Bank of America Corp... 32.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YRN
Issuer: Société Générale
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.56
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.49
Implied volatility: 0.38
Historic volatility: 0.21
Parity: 0.49
Time value: 0.03
Break-even: 34.48
Moneyness: 1.17
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.90
Theta: -0.01
Omega: 5.90
Rho: 0.03
 

Quote data

Open: 0.510
High: 0.600
Low: 0.490
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -26.83%
3 Months     0.00%
YTD  
+46.34%
1 Year  
+81.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.480
1M High / 1M Low: 1.130 0.480
6M High / 6M Low: 1.130 0.300
High (YTD): 7/16/2024 1.130
Low (YTD): 1/18/2024 0.250
52W High: 7/16/2024 1.130
52W Low: 10/27/2023 0.088
Avg. price 1W:   0.554
Avg. volume 1W:   0.000
Avg. price 1M:   0.858
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   0.437
Avg. volume 1Y:   0.000
Volatility 1M:   141.51%
Volatility 6M:   109.53%
Volatility 1Y:   134.49%
Volatility 3Y:   -