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

Frankfurt Zert./SG
27/06/2024  21:40:48 Chg.+0.020 Bid21:56:53 Ask21:56:53 Underlying Strike price Expiration date Option type
0.400EUR +5.26% 0.400
Bid Size: 7,500		 0.420
Ask Size: 7,500		 ERSTE GROUP BNK INH.... 42.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.28
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.20
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.20
Time value: 0.19
Break-even: 45.90
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.63%
Delta: 0.67
Theta: -0.02
Omega: 7.55
Rho: 0.06
 

Quote data

Open: 0.390
High: 0.400
Low: 0.380
Previous Close: 0.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+17.65%
1 Month
  -14.89%
3 Months  
+90.48%
YTD  
+166.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.340
1M High / 1M Low: 0.480 0.270
6M High / 6M Low: 0.540 0.100
High (YTD): 17/05/2024 0.540
Low (YTD): 05/03/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.374
Avg. volume 1W:   0.000
Avg. price 1M:   0.407
Avg. volume 1M:   0.000
Avg. price 6M:   0.276
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.07%
Volatility 6M:   155.58%
Volatility 1Y:   -
Volatility 3Y:   -