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Soc. Generale Call 40 EBO 20.09.2.../  DE000SW1ZNA9  /

Frankfurt Zert./SG
2024-06-21  9:37:24 PM Chg.-0.080 Bid2024-06-21 Ask2024-06-21 Underlying Strike price Expiration date Option type
0.480EUR -14.29% 0.480
Bid Size: 6,300		 0.500
Ask Size: 6,300		 ERSTE GROUP BNK INH.... 40.00 EUR 2024-09-20 Call
 

Master data

WKN: SW1ZNA
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-09-20
Issue date: 2023-08-08
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.68
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.34
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 0.34
Time value: 0.16
Break-even: 45.00
Moneyness: 1.09
Premium: 0.04
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.74
Theta: -0.02
Omega: 6.40
Rho: 0.07
 

Quote data

Open: 0.560
High: 0.560
Low: 0.480
Previous Close: 0.560
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month
  -29.41%
3 Months  
+92.00%
YTD  
+128.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.560 0.480
1M High / 1M Low: 0.680 0.390
6M High / 6M Low: 0.740 0.150
High (YTD): 2024-05-17 0.740
Low (YTD): 2024-03-05 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.506
Avg. volume 1W:   0.000
Avg. price 1M:   0.575
Avg. volume 1M:   0.000
Avg. price 6M:   0.374
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.87%
Volatility 6M:   140.63%
Volatility 1Y:   -
Volatility 3Y:   -