Soc. Generale Call 40 EBO 20.09.2024
/ DE000SW1ZNA9
Soc. Generale Call 40 EBO 20.09.2.../ DE000SW1ZNA9 /
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: |
|
- |