Soc. Generale Call 36 EBO 20.09.2024
/ DE000SW1ZM88
Soc. Generale Call 36 EBO 20.09.2.../ DE000SW1ZM88 /
| 2024-06-14 8:12:21 AM |
Chg.-0.090 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-9.78% |
-
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: |
5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
0.60 |
| Time value: |
0.12 |
| Break-even: |
43.20 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.82 |
| Rho: |
0.07 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.78% |
| 1 Month |
|
|
-14.43% |
| 3 Months |
|
|
+112.82% |
| YTD |
|
|
+118.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.830 |
| 1M High / 1M Low: |
1.160 |
0.830 |
| 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: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.979 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.625 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.42% |
| Volatility 6M: |
|
106.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
