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

Frankfurt Zert./SG
02/09/2024  15:49:56 Chg.+0.070 Bid15:59:55 Ask15:59:55 Underlying Strike price Expiration date Option type
1.000EUR +7.53% 0.990
Bid Size: 15,000		 1.010
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 40.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.95
Implied volatility: 0.67
Historic volatility: 0.20
Parity: 0.95
Time value: 0.03
Break-even: 49.80
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 2.08%
Delta: 0.94
Theta: -0.03
Omega: 4.73
Rho: 0.02
 

Quote data

Open: 0.900
High: 1.020
Low: 0.900
Previous Close: 0.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.94%
1 Month  
+81.82%
3 Months  
+56.25%
YTD  
+376.19%
1 Year  
+455.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.860
1M High / 1M Low: 0.930 0.460
6M High / 6M Low: 0.930 0.150
High (YTD): 30/08/2024 0.930
Low (YTD): 05/03/2024 0.150
52W High: 30/08/2024 0.930
52W Low: 26/09/2023 0.110
Avg. price 1W:   0.878
Avg. volume 1W:   0.000
Avg. price 1M:   0.711
Avg. volume 1M:   0.000
Avg. price 6M:   0.540
Avg. volume 6M:   0.000
Avg. price 1Y:   0.374
Avg. volume 1Y:   0.000
Volatility 1M:   104.67%
Volatility 6M:   138.66%
Volatility 1Y:   132.12%
Volatility 3Y:   -