Soc. Generale Call 42 EBO 20.09.2024
/ DE000SW1ZNB7
Soc. Generale Call 42 EBO 20.09.2.../ DE000SW1ZNB7 /
| 7/8/2024 8:11:56 AM |
Chg.-0.060 |
Bid9:53:48 AM |
Ask9:53:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-10.53% |
0.540
Bid Size: 20,000 |
0.550
Ask Size: 20,000 |
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: |
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.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.77 |
| Theta: |
-0.02 |
| Omega: |
6.34 |
| Rho: |
0.06 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.51% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+112.50% |
| YTD |
|
|
+218.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.450 |
| 1M High / 1M Low: |
0.570 |
0.280 |
| 6M High / 6M Low: |
0.640 |
0.100 |
| High (YTD): |
5/20/2024 |
0.640 |
| Low (YTD): |
3/11/2024 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.510 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.290 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.74% |
| Volatility 6M: |
|
179.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
