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Soc. Generale Call 46 EBO 20.09.2.../  DE000SW1ZND3  /

Frankfurt Zert./SG
2024-07-05  9:47:07 PM Chg.-0.010 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
0.280EUR -3.45% 0.280
Bid Size: 10,000		 0.300
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 46.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZND
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.94
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.02
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.02
Time value: 0.27
Break-even: 48.90
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.56
Theta: -0.02
Omega: 8.97
Rho: 0.05
 

Quote data

Open: 0.300
High: 0.300
Low: 0.260
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+47.37%
1 Month  
+27.27%
3 Months  
+154.55%
YTD  
+237.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.230
1M High / 1M Low: 0.290 0.110
6M High / 6M Low: 0.290 0.044
High (YTD): 2024-07-04 0.290
Low (YTD): 2024-03-05 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.195
Avg. volume 1M:   0.000
Avg. price 6M:   0.139
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   263.34%
Volatility 6M:   185.54%
Volatility 1Y:   -
Volatility 3Y:   -