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Soc. Generale Call 34 EBO 20.09.2.../  DE000SW1ZM70  /

Frankfurt Zert./SG
9/2/2024  1:29:13 PM Chg.+0.090 Bid2:06:14 PM Ask2:06:14 PM Underlying Strike price Expiration date Option type
1.610EUR +5.92% 1.620
Bid Size: 15,000		 1.640
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 34.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.13
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 1.55
Implied volatility: 1.07
Historic volatility: 0.20
Parity: 1.55
Time value: 0.03
Break-even: 49.80
Moneyness: 1.46
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 1.28%
Delta: 0.96
Theta: -0.03
Omega: 3.00
Rho: 0.02
 

Quote data

Open: 1.500
High: 1.610
Low: 1.500
Previous Close: 1.520
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.27%
1 Month  
+46.36%
3 Months  
+38.79%
YTD  
+228.57%
1 Year  
+312.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.520 1.460
1M High / 1M Low: 1.520 0.990
6M High / 6M Low: 1.520 0.430
High (YTD): 8/30/2024 1.520
Low (YTD): 3/5/2024 0.430
52W High: 8/30/2024 1.520
52W Low: 9/26/2023 0.270
Avg. price 1W:   1.472
Avg. volume 1W:   0.000
Avg. price 1M:   1.288
Avg. volume 1M:   0.000
Avg. price 6M:   1.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.763
Avg. volume 1Y:   0.000
Volatility 1M:   61.18%
Volatility 6M:   84.64%
Volatility 1Y:   90.57%
Volatility 3Y:   -