Soc. Generale Call 36 EBO 20.09.2024
/ DE000SW1ZM88
Soc. Generale Call 36 EBO 20.09.2.../ DE000SW1ZM88 /
| 2024-07-16 8:12:08 AM |
Chg.+0.04 |
Bid8:25:10 AM |
Ask8:25:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.05EUR |
+3.96% |
1.04
Bid Size: 5,000 |
1.16
Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
36.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
1.05 |
| Time value: |
0.04 |
| Break-even: |
46.90 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
4.10 |
| Rho: |
0.06 |
Quote data
| Open: |
1.05 |
| High: |
1.05 |
| Low: |
1.05 |
| Previous Close: |
1.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.94% |
| 1 Month |
|
|
+26.51% |
| 3 Months |
|
|
+94.44% |
| YTD |
|
|
+176.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.06 |
0.96 |
| 1M High / 1M Low: |
1.09 |
0.72 |
| 6M High / 6M Low: |
1.16 |
0.31 |
| High (YTD): |
2024-05-20 |
1.16 |
| Low (YTD): |
2024-03-05 |
0.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.35% |
| Volatility 6M: |
|
109.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
