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

Frankfurt Zert./SG
7/8/2024  6:12:26 PM Chg.-0.010 Bid6:59:13 PM Ask6:59:13 PM Underlying Strike price Expiration date Option type
0.390EUR -2.50% 0.390
Bid Size: 7,700		 0.410
Ask Size: 7,700		 ERSTE GROUP BNK INH.... 44.00 EUR 9/20/2024 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: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.00
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.22
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.22
Time value: 0.20
Break-even: 48.20
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.67
Theta: -0.02
Omega: 7.40
Rho: 0.05
 

Quote data

Open: 0.390
High: 0.400
Low: 0.380
Previous Close: 0.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+18.18%
3 Months  
+116.67%
YTD  
+254.55%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.330
1M High / 1M Low: 0.420 0.180
6M High / 6M Low: 0.420 0.066
High (YTD): 7/4/2024 0.420
Low (YTD): 3/5/2024 0.066
52W High: - -
52W Low: - -
Avg. price 1W:   0.380
Avg. volume 1W:   0.000
Avg. price 1M:   0.289
Avg. volume 1M:   0.000
Avg. price 6M:   0.204
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   233.55%
Volatility 6M:   171.17%
Volatility 1Y:   -
Volatility 3Y:   -