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Soc. Generale Call 42 EBO 20.09.2.../  DE000SW1ZNB7  /

Frankfurt Zert./SG
7/30/2024  9:46:22 AM Chg.+0.030 Bid10:36:40 AM Ask10:36:40 AM Underlying Strike price Expiration date Option type
0.660EUR +4.76% 0.690
Bid Size: 15,000		 0.700
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 42.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZNB
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.36
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.58
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.58
Time value: 0.07
Break-even: 48.50
Moneyness: 1.14
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.86
Theta: -0.02
Omega: 6.36
Rho: 0.05
 

Quote data

Open: 0.610
High: 0.660
Low: 0.610
Previous Close: 0.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+17.86%
1 Month  
+60.98%
3 Months  
+112.90%
YTD  
+340.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.550
1M High / 1M Low: 0.630 0.460
6M High / 6M Low: 0.630 0.100
High (YTD): 7/29/2024 0.630
Low (YTD): 3/5/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.598
Avg. volume 1W:   0.000
Avg. price 1M:   0.546
Avg. volume 1M:   0.000
Avg. price 6M:   0.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.54%
Volatility 6M:   159.00%
Volatility 1Y:   -
Volatility 3Y:   -