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Soc. Generale Call 44 EBO 20.09.2.../  DE000SW1ZNC5  /

EUWAX
17/06/2024  08:12:59 Chg.-0.060 Bid11:05:12 Ask11:05:12 Underlying Strike price Expiration date Option type
0.190EUR -24.00% 0.210
Bid Size: 35,000		 0.220
Ask Size: 35,000		 ERSTE GROUP BNK INH.... 44.00 EUR 20/09/2024 Call
 

Master data

WKN: SW1ZNC
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 20/09/2024
Issue date: 08/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 22.12
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -0.20
Time value: 0.19
Break-even: 45.90
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.44
Theta: -0.01
Omega: 9.62
Rho: 0.04
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.250
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.67%
1 Month
  -29.63%
3 Months  
+123.53%
YTD  
+72.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.250
1M High / 1M Low: 0.490 0.250
6M High / 6M Low: 0.490 0.068
High (YTD): 20/05/2024 0.490
Low (YTD): 11/03/2024 0.068
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   346.91%
Volatility 6M:   202.30%
Volatility 1Y:   -
Volatility 3Y:   -