Soc. Generale Call 36 EBO 20.09.2024
/ DE000SW1ZM88
Soc. Generale Call 36 EBO 20.09.2.../ DE000SW1ZM88 /
| 2024-06-21 8:11:29 AM |
Chg.+0.030 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+3.49% |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
36.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZM8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.74 |
| Time value: |
0.09 |
| Break-even: |
44.30 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.87 |
| Theta: |
-0.01 |
| Omega: |
4.56 |
| Rho: |
0.07 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.23% |
| 1 Month |
|
|
-19.82% |
| 3 Months |
|
|
+74.51% |
| YTD |
|
|
+134.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.720 |
| 1M High / 1M Low: |
1.110 |
0.720 |
| 6M High / 6M Low: |
1.160 |
0.310 |
| High (YTD): |
2024-05-20 |
1.160 |
| Low (YTD): |
2024-03-05 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.644 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.24% |
| Volatility 6M: |
|
109.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
