Soc. Generale Call 36 EBO 20.09.2024
/ DE000SW1ZM88
Soc. Generale Call 36 EBO 20.09.2.../ DE000SW1ZM88 /
7/5/2024 9:51:20 PM |
Chg.-0.010 |
Bid7/5/2024 |
Ask7/5/2024 |
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 |
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: |
4.20 |
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): |
5/17/2024 |
1.140 |
Low (YTD): |
3/5/2024 |
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: |
|
- |