Soc. Generale Call 38 EBO 20.09.2024
/ DE000SW1ZM96
Soc. Generale Call 38 EBO 20.09.2.../ DE000SW1ZM96 /
| 31/07/2024 08:11:44 |
Chg.+0.090 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.050EUR |
+9.38% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
38.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
1.04 |
| Time value: |
0.02 |
| Break-even: |
48.60 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
1.92% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
4.47 |
| Rho: |
0.05 |
Quote data
| Open: |
1.050 |
| High: |
1.050 |
| Low: |
1.050 |
| Previous Close: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.32% |
| 1 Month |
|
|
+45.83% |
| 3 Months |
|
|
+84.21% |
| YTD |
|
|
+275.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.830 |
| 1M High / 1M Low: |
0.980 |
0.760 |
| 6M High / 6M Low: |
0.980 |
0.220 |
| High (YTD): |
29/07/2024 |
0.980 |
| Low (YTD): |
11/03/2024 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.595 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.09% |
| Volatility 6M: |
|
130.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
