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Soc. Generale Call 38 BAC 21.06.2.../  DE000SW1YRL0  /

Frankfurt Zert./SG
17/05/2024  21:46:13 Chg.0.000 Bid21:59:07 Ask21:59:07 Underlying Strike price Expiration date Option type
0.150EUR 0.00% 0.160
Bid Size: 15,000		 0.170
Ask Size: 15,000		 Bank of America Corp... 38.00 USD 21/06/2024 Call
 

Master data

WKN: SW1YRL
Issuer: Société Générale
Currency: EUR
Underlying: Bank of America Corporation
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 21/06/2024
Issue date: 07/08/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.26
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.12
Implied volatility: 0.21
Historic volatility: 0.21
Parity: 0.12
Time value: 0.05
Break-even: 36.66
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 6.25%
Delta: 0.73
Theta: -0.01
Omega: 15.54
Rho: 0.02
 

Quote data

Open: 0.160
High: 0.160
Low: 0.150
Previous Close: 0.150
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+66.67%
3 Months  
+141.94%
YTD  
+66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.110
1M High / 1M Low: 0.150 0.066
6M High / 6M Low: 0.160 0.024
High (YTD): 28/03/2024 0.160
Low (YTD): 18/01/2024 0.034
52W High: - -
52W Low: - -
Avg. price 1W:   0.132
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.68%
Volatility 6M:   291.50%
Volatility 1Y:   -
Volatility 3Y:   -