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Soc. Generale Call 42 EBO 20.09.2.../  DE000SW1ZNB7  /

EUWAX
17/06/2024  08:12:59 Chg.-0.080 Bid11:04:51 Ask11:04:51 Underlying Strike price Expiration date Option type
0.280EUR -22.22% 0.310
Bid Size: 25,000		 0.320
Ask Size: 25,000		 ERSTE GROUP BNK INH.... 42.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZNB
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.49
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: 0.00
Time value: 0.29
Break-even: 44.90
Moneyness: 1.00
Premium: 0.07
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 3.57%
Delta: 0.56
Theta: -0.02
Omega: 8.06
Rho: 0.05
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -30.00%
3 Months  
+115.38%
YTD  
+75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.360
1M High / 1M Low: 0.640 0.360
6M High / 6M Low: 0.640 0.100
High (YTD): 20/05/2024 0.640
Low (YTD): 11/03/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   0.262
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   265.20%
Volatility 6M:   171.61%
Volatility 1Y:   -
Volatility 3Y:   -