Soc. Generale Call 40 EBO 20.09.2024
/ DE000SW1ZNA9
Soc. Generale Call 40 EBO 20.09.2.../ DE000SW1ZNA9 /
| 7/12/2024 9:46:21 PM |
Chg.-0.020 |
Bid7/12/2024 |
Ask7/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-2.82% |
0.690
Bid Size: 6,000 |
0.720
Ask Size: 6,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SW1ZNA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.66 |
| Time value: |
0.07 |
| Break-even: |
47.30 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
5.62 |
| Rho: |
0.06 |
Quote data
| Open: |
0.690 |
| High: |
0.730 |
| Low: |
0.690 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.82% |
| 1 Month |
|
|
+16.95% |
| 3 Months |
|
|
+109.09% |
| YTD |
|
|
+228.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.620 |
| 1M High / 1M Low: |
0.730 |
0.390 |
| 6M High / 6M Low: |
0.740 |
0.150 |
| High (YTD): |
5/17/2024 |
0.740 |
| Low (YTD): |
3/5/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.581 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.415 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.89% |
| Volatility 6M: |
|
140.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
