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Soc. Generale Call 40 EBO 20.09.2.../  DE000SW1ZNA9  /

Frankfurt Zert./SG
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:   -