Soc. Generale Call 40 EBO 20.09.2024
/ DE000SW1ZNA9
Soc. Generale Call 40 EBO 20.09.2.../ DE000SW1ZNA9 /
9/6/2024 9:49:27 PM |
Chg.-0.060 |
Bid9:50:14 PM |
Ask9:50:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-7.41% |
0.740 Bid Size: 5,000 |
0.810 Ask Size: 5,000 |
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: |
6.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.76 |
Implied volatility: |
0.39 |
Historic volatility: |
0.20 |
Parity: |
0.76 |
Time value: |
0.01 |
Break-even: |
47.70 |
Moneyness: |
1.19 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
2.67% |
Delta: |
0.99 |
Theta: |
-0.01 |
Omega: |
6.14 |
Rho: |
0.01 |
Quote data
Open: |
0.790 |
High: |
0.840 |
Low: |
0.740 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-19.35% |
1 Month |
|
|
+29.31% |
3 Months |
|
|
+20.97% |
YTD |
|
|
+257.14% |
1 Year |
|
|
+341.18% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.970 |
0.750 |
1M High / 1M Low: |
0.970 |
0.580 |
6M High / 6M Low: |
0.970 |
0.160 |
High (YTD): |
9/2/2024 |
0.970 |
Low (YTD): |
3/5/2024 |
0.150 |
52W High: |
9/2/2024 |
0.970 |
52W Low: |
9/26/2023 |
0.110 |
Avg. price 1W: |
|
0.820 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.762 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.559 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.385 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
100.40% |
Volatility 6M: |
|
139.84% |
Volatility 1Y: |
|
132.89% |
Volatility 3Y: |
|
- |