Soc. Generale Call 40 EBO 20.09.2024
/ DE000SW1ZNA9
Soc. Generale Call 40 EBO 20.09.2.../ DE000SW1ZNA9 /
| 6/21/2024 8:11:33 AM |
Chg.+0.040 |
Bid6:55:18 PM |
Ask6:55:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+7.69% |
0.480
Bid Size: 6,300 |
0.500
Ask Size: 6,300 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
8/8/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.19 |
| Parity: |
0.44 |
| Time value: |
0.13 |
| Break-even: |
45.70 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
6.08 |
| Rho: |
0.07 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.80% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
+133.33% |
| YTD |
|
|
+166.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.410 |
| 1M High / 1M Low: |
0.720 |
0.410 |
| 6M High / 6M Low: |
0.810 |
0.150 |
| High (YTD): |
5/20/2024 |
0.810 |
| Low (YTD): |
3/11/2024 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.371 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.25% |
| Volatility 6M: |
|
155.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
