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Soc. Generale Call 36 EBO 20.09.2.../  DE000SW1ZM88  /

EUWAX
8/14/2024  8:12:55 AM Chg.+0.01 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.01EUR +1.00% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 36.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZM8
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.35
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 1.01
Implied volatility: 0.62
Historic volatility: 0.20
Parity: 1.01
Time value: 0.05
Break-even: 46.60
Moneyness: 1.28
Premium: 0.01
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.95%
Delta: 0.91
Theta: -0.02
Omega: 3.98
Rho: 0.03
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 1.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.82%
1 Month
  -3.81%
3 Months  
+12.22%
YTD  
+165.79%
1 Year  
+180.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.00 0.85
1M High / 1M Low: 1.25 0.66
6M High / 6M Low: 1.25 0.31
High (YTD): 7/31/2024 1.25
Low (YTD): 3/5/2024 0.31
52W High: 7/31/2024 1.25
52W Low: 9/26/2023 0.20
Avg. price 1W:   0.94
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   0.79
Avg. volume 6M:   0.00
Avg. price 1Y:   0.57
Avg. volume 1Y:   0.00
Volatility 1M:   185.03%
Volatility 6M:   126.96%
Volatility 1Y:   114.72%
Volatility 3Y:   -