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Soc. Generale Call 44 EBO 20.09.2.../  DE000SW1ZNC5  /

EUWAX
2024-07-31  8:11:45 AM Chg.+0.080 Bid12:09:46 PM Ask12:09:46 PM Underlying Strike price Expiration date Option type
0.530EUR +17.78% 0.500
Bid Size: 20,000		 0.510
Ask Size: 20,000		 ERSTE GROUP BNK INH.... 44.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZNC
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.67
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.44
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.44
Time value: 0.06
Break-even: 49.00
Moneyness: 1.10
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.85
Theta: -0.02
Omega: 8.18
Rho: 0.05
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+39.47%
1 Month  
+89.29%
3 Months  
+178.95%
YTD  
+381.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.340
1M High / 1M Low: 0.460 0.310
6M High / 6M Low: 0.490 0.068
High (YTD): 2024-05-20 0.490
Low (YTD): 2024-03-11 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.416
Avg. volume 1W:   0.000
Avg. price 1M:   0.384
Avg. volume 1M:   0.000
Avg. price 6M:   0.233
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   199.94%
Volatility 6M:   220.56%
Volatility 1Y:   -
Volatility 3Y:   -