OverviewChartNewsTraderScreen

Soc. Generale Call 38 EBO 20.09.2.../  DE000SW1ZM96  /

Frankfurt Zert./SG
2024-06-14  9:50:47 PM Chg.-0.130 Bid9:56:19 PM Ask9:56:19 PM Underlying Strike price Expiration date Option type
0.530EUR -19.70% 0.540
Bid Size: 6,000		 0.560
Ask Size: 6,000		 ERSTE GROUP BNK INH.... 38.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZM9
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.50
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.40
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.40
Time value: 0.16
Break-even: 43.60
Moneyness: 1.11
Premium: 0.04
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.76
Theta: -0.01
Omega: 5.67
Rho: 0.07
 

Quote data

Open: 0.640
High: 0.640
Low: 0.530
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.17%
1 Month
  -32.91%
3 Months  
+76.67%
YTD  
+89.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.530
1M High / 1M Low: 0.940 0.530
6M High / 6M Low: 0.940 0.220
High (YTD): 2024-05-17 0.940
Low (YTD): 2024-03-05 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.785
Avg. volume 1M:   0.000
Avg. price 6M:   0.485
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   138.25%
Volatility 6M:   120.75%
Volatility 1Y:   -
Volatility 3Y:   -