Soc. Generale Call 44 EBO 20.09.2024
/ DE000SW1ZNC5
Soc. Generale Call 44 EBO 20.09.2.../ DE000SW1ZNC5 /
| 2024-07-31 8:54:50 AM |
Chg.+0.040 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
+8.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
9.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.38 |
| Time value: |
0.10 |
| Break-even: |
48.80 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
7.84 |
| Rho: |
0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.540 |
| Low: |
0.530 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.11% |
| 1 Month |
|
|
+92.86% |
| 3 Months |
|
|
+157.14% |
| YTD |
|
|
+390.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.380 |
| 1M High / 1M Low: |
0.500 |
0.320 |
| 6M High / 6M Low: |
0.500 |
0.066 |
| High (YTD): |
2024-07-30 |
0.500 |
| Low (YTD): |
2024-03-05 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.398 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.235 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.12% |
| Volatility 6M: |
|
176.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
