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Soc. Generale Call 38 EBO 20.09.2.../  DE000SW1ZM96  /

Frankfurt Zert./SG
2024-07-05  9:35:32 PM Chg.-0.020 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.890EUR -2.20% 0.890
Bid Size: 5,000		 0.930
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 38.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZM9
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.02
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.82
Implied volatility: 0.44
Historic volatility: 0.19
Parity: 0.82
Time value: 0.10
Break-even: 47.20
Moneyness: 1.22
Premium: 0.02
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.87
Theta: -0.02
Omega: 4.35
Rho: 0.06
 

Quote data

Open: 0.920
High: 0.920
Low: 0.870
Previous Close: 0.910
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.61%
1 Month  
+11.25%
3 Months  
+89.36%
YTD  
+217.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.790
1M High / 1M Low: 0.910 0.530
6M High / 6M Low: 0.940 0.220
High (YTD): 2024-05-17 0.940
Low (YTD): 2024-03-05 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.730
Avg. volume 1M:   0.000
Avg. price 6M:   0.534
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.43%
Volatility 6M:   120.90%
Volatility 1Y:   -
Volatility 3Y:   -