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

EUWAX
21/06/2024  08:11:29 Chg.+0.040 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.720EUR +5.88% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 38.00 EUR 20/09/2024 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: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.68
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.54
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.54
Time value: 0.11
Break-even: 44.50
Moneyness: 1.14
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.82
Theta: -0.01
Omega: 5.50
Rho: 0.07
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.680
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -20.88%
3 Months  
+94.59%
YTD  
+157.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.550
1M High / 1M Low: 0.910 0.550
6M High / 6M Low: 0.980 0.220
High (YTD): 20/05/2024 0.980
Low (YTD): 11/03/2024 0.220
52W High: - -
52W Low: - -
Avg. price 1W:   0.658
Avg. volume 1W:   0.000
Avg. price 1M:   0.750
Avg. volume 1M:   0.000
Avg. price 6M:   0.499
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.38%
Volatility 6M:   129.45%
Volatility 1Y:   -
Volatility 3Y:   -