Soc. Generale Call 32 EBO 20.09.2024
/ DE000SW2DFB8
Soc. Generale Call 32 EBO 20.09.2.../ DE000SW2DFB8 /
| 21/06/2024 08:40:33 |
Chg.+0.05 |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.26EUR |
+4.13% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
32.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
SW2DFB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
17/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
1.14 |
| Time value: |
0.06 |
| Break-even: |
44.00 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.38 |
| Rho: |
0.07 |
Quote data
| Open: |
1.26 |
| High: |
1.26 |
| Low: |
1.26 |
| Previous Close: |
1.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-16.00% |
| 3 Months |
|
|
+48.24% |
| YTD |
|
|
+103.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.26 |
1.10 |
| 1M High / 1M Low: |
1.50 |
1.10 |
| 6M High / 6M Low: |
1.55 |
0.57 |
| High (YTD): |
20/05/2024 |
1.55 |
| Low (YTD): |
05/03/2024 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.92% |
| Volatility 6M: |
|
81.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
