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Soc. Generale Call 35 BAC 21.03.2.../  DE000SW2X5B8  /

Frankfurt Zert./SG
10/06/2024  21:42:45 Chg.-0.010 Bid21:58:02 Ask21:58:02 Underlying Strike price Expiration date Option type
0.650EUR -1.52% 0.650
Bid Size: 10,000		 0.660
Ask Size: 10,000		 Bank of America Corp... 35.00 USD 21/03/2025 Call
 

Master data

WKN: SW2X5B
Issuer: Société Générale
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 21/03/2025
Issue date: 31/08/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.51
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.44
Implied volatility: 0.28
Historic volatility: 0.21
Parity: 0.44
Time value: 0.23
Break-even: 39.17
Moneyness: 1.14
Premium: 0.06
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.52%
Delta: 0.78
Theta: -0.01
Omega: 4.27
Rho: 0.17
 

Quote data

Open: 0.650
High: 0.660
Low: 0.630
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+14.04%
3 Months  
+51.16%
YTD  
+75.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.630
1M High / 1M Low: 0.680 0.550
6M High / 6M Low: 0.680 0.220
High (YTD): 27/05/2024 0.680
Low (YTD): 18/01/2024 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.616
Avg. volume 1M:   0.000
Avg. price 6M:   0.435
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.25%
Volatility 6M:   109.57%
Volatility 1Y:   -
Volatility 3Y:   -