Soc. Generale Call 44 EBO 20.09.2024
/ DE000SW1ZNC5
Soc. Generale Call 44 EBO 20.09.2.../ DE000SW1ZNC5 /
| 01/08/2024 12:09:15 |
Chg.-0.040 |
Bid12:10:59 |
Ask12:10:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-8.33% |
0.440
Bid Size: 20,000 |
0.450
Ask Size: 20,000 |
ERSTE GROUP BNK INH.... |
44.00 EUR |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
08/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.19 |
| Parity: |
0.41 |
| Time value: |
0.09 |
| Break-even: |
49.00 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
7.67 |
| Rho: |
0.05 |
Quote data
| Open: |
0.450 |
| High: |
0.480 |
| Low: |
0.420 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.22% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+109.52% |
| YTD |
|
|
+300.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.450 |
| 1M High / 1M Low: |
0.500 |
0.320 |
| 6M High / 6M Low: |
0.500 |
0.066 |
| High (YTD): |
30/07/2024 |
0.500 |
| Low (YTD): |
05/03/2024 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.402 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.75% |
| Volatility 6M: |
|
177.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
