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

Frankfurt Zert./SG
05/07/2024  21:50:39 Chg.-0.020 Bid05/07/2024 Ask05/07/2024 Underlying Strike price Expiration date Option type
0.550EUR -3.51% 0.550
Bid Size: 6,000		 0.570
Ask Size: 6,000		 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: 8.25
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.42
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.42
Time value: 0.14
Break-even: 47.60
Moneyness: 1.10
Premium: 0.03
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.77
Theta: -0.02
Omega: 6.34
Rho: 0.06
 

Quote data

Open: 0.580
High: 0.580
Low: 0.520
Previous Close: 0.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+34.15%
1 Month  
+19.57%
3 Months  
+129.17%
YTD  
+266.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.570 0.460
1M High / 1M Low: 0.570 0.270
6M High / 6M Low: 0.570 0.100
High (YTD): 04/07/2024 0.570
Low (YTD): 05/03/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.522
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.292
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   206.29%
Volatility 6M:   156.13%
Volatility 1Y:   -
Volatility 3Y:   -