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

Frankfurt Zert./SG
05/07/2024  21:51:20 Chg.-0.010 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
1.080EUR -0.92% 1.080
Bid Size: 5,000		 1.130
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 36.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.20
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 1.02
Implied volatility: 0.48
Historic volatility: 0.19
Parity: 1.02
Time value: 0.08
Break-even: 47.00
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.92%
Delta: 0.90
Theta: -0.01
Omega: 3.79
Rho: 0.06
 

Quote data

Open: 1.110
High: 1.110
Low: 1.060
Previous Close: 1.090
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.35%
1 Month  
+13.68%
3 Months  
+71.43%
YTD  
+184.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.970
1M High / 1M Low: 1.090 0.700
6M High / 6M Low: 1.140 0.310
High (YTD): 17/05/2024 1.140
Low (YTD): 05/03/2024 0.310
52W High: - -
52W Low: - -
Avg. price 1W:   1.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.899
Avg. volume 1M:   0.000
Avg. price 6M:   0.683
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.84%
Volatility 6M:   104.37%
Volatility 1Y:   -
Volatility 3Y:   -