Soc. Generale Call 32 EBO 20.09.2024
/ DE000SW2DFB8
Soc. Generale Call 32 EBO 20.09.2.../ DE000SW2DFB8 /
| 6/20/2024 8:42:58 AM |
Chg.+0.03 |
Bid12:30:56 PM |
Ask12:30:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+2.54% |
1.23
Bid Size: 15,000 |
1.24
Ask Size: 15,000 |
ERSTE GROUP BNK INH.... |
32.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/17/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
1.17 |
| Time value: |
0.06 |
| Break-even: |
44.30 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.34 |
| Rho: |
0.07 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.92% |
| 1 Month |
|
|
-21.94% |
| 3 Months |
|
|
+61.33% |
| YTD |
|
|
+95.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.10 |
| 1M High / 1M Low: |
1.55 |
1.10 |
| 6M High / 6M Low: |
1.55 |
0.57 |
| High (YTD): |
5/20/2024 |
1.55 |
| Low (YTD): |
3/5/2024 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.96 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.78% |
| Volatility 6M: |
|
81.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
