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

Frankfurt Zert./SG
14/08/2024  10:17:12 Chg.+0.020 Bid21:51:11 Ask21:51:11 Underlying Strike price Expiration date Option type
0.490EUR +4.26% 0.540
Bid Size: 5,600		 0.580
Ask Size: 5,600		 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: 9.40
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.41
Implied volatility: 0.39
Historic volatility: 0.20
Parity: 0.41
Time value: 0.08
Break-even: 46.90
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.08%
Delta: 0.80
Theta: -0.02
Omega: 7.53
Rho: 0.03
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.51%
1 Month
  -7.55%
3 Months  
+25.64%
YTD  
+226.67%
1 Year  
+172.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.410
1M High / 1M Low: 0.670 0.310
6M High / 6M Low: 0.670 0.100
High (YTD): 30/07/2024 0.670
Low (YTD): 05/03/2024 0.100
52W High: 30/07/2024 0.670
52W Low: 27/09/2023 0.090
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.520
Avg. volume 1M:   0.000
Avg. price 6M:   0.353
Avg. volume 6M:   0.000
Avg. price 1Y:   0.252
Avg. volume 1Y:   0.000
Volatility 1M:   183.21%
Volatility 6M:   168.39%
Volatility 1Y:   145.05%
Volatility 3Y:   -