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

EUWAX
8/8/2024  10:23:04 AM Chg.0.000 Bid6:39:07 PM Ask6:39:07 PM Underlying Strike price Expiration date Option type
0.500EUR 0.00% 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: 0.510
Low: 0.500
Previous Close: 0.500
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.90%
1 Month
  -38.27%
3 Months
  -18.03%
YTD  
+21.95%
1 Year  
+51.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.410
1M High / 1M Low: 1.110 0.410
6M High / 6M Low: 1.110 0.300
High (YTD): 7/18/2024 1.110
Low (YTD): 1/18/2024 0.250
52W High: 7/18/2024 1.110
52W Low: 10/24/2023 0.088
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.855
Avg. volume 1M:   0.000
Avg. price 6M:   0.636
Avg. volume 6M:   0.000
Avg. price 1Y:   0.433
Avg. volume 1Y:   0.000
Volatility 1M:   199.52%
Volatility 6M:   126.65%
Volatility 1Y:   150.80%
Volatility 3Y:   -