Soc. Generale Call 34 EBO 20.09.2024
/ DE000SW1ZM70
Soc. Generale Call 34 EBO 20.09.2.../ DE000SW1ZM70 /
| 05/07/2024 21:46:09 |
Chg.-0.020 |
Bid21:49:29 |
Ask21:49:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.260EUR |
-1.56% |
1.270
Bid Size: 5,000 |
1.320
Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
34.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW1ZM7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.19 |
| Parity: |
1.22 |
| Time value: |
0.07 |
| Break-even: |
46.90 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.31 |
| Rho: |
0.06 |
Quote data
| Open: |
1.290 |
| High: |
1.300 |
| Low: |
1.250 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.76% |
| 1 Month |
|
|
+8.62% |
| 3 Months |
|
|
+57.50% |
| YTD |
|
|
+157.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.150 |
| 1M High / 1M Low: |
1.280 |
0.870 |
| 6M High / 6M Low: |
1.340 |
0.430 |
| High (YTD): |
17/05/2024 |
1.340 |
| Low (YTD): |
05/03/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.224 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.085 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.848 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.39% |
| Volatility 6M: |
|
89.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
