Soc. Generale Call 42 EBO 20.09.2024
/ DE000SW1ZNB7
Soc. Generale Call 42 EBO 20.09.2.../ DE000SW1ZNB7 /
| 28/06/2024 21:43:03 |
Chg.+0.010 |
Bid21:59:05 |
Ask21:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
+2.50% |
0.420
Bid Size: 7,200 |
0.440
Ask Size: 7,200 |
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: |
10.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.19 |
| Parity: |
0.22 |
| Time value: |
0.22 |
| Break-even: |
46.40 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
6.73 |
| Rho: |
0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.420 |
| Low: |
0.380 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.59% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
+95.24% |
| YTD |
|
|
+173.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.370 |
| 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: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.63% |
| Volatility 6M: |
|
156.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
