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Soc. Generale Call 46 EBO 20.09.2.../  DE000SW1ZND3  /

EUWAX
6/17/2024  8:12:58 AM Chg.-0.040 Bid8:29:53 AM Ask8:29:53 AM Underlying Strike price Expiration date Option type
0.120EUR -25.00% 0.120
Bid Size: 10,000		 0.130
Ask Size: 10,000		 ERSTE GROUP BNK INH.... 46.00 EUR 9/20/2024 Call
 

Master data

WKN: SW1ZND
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 9/20/2024
Issue date: 8/8/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 35.02
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.19
Parity: -0.40
Time value: 0.12
Break-even: 47.20
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.32
Theta: -0.01
Omega: 11.18
Rho: 0.03
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -33.33%
3 Months  
+114.29%
YTD  
+44.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.160
1M High / 1M Low: 0.350 0.160
6M High / 6M Low: 0.350 0.044
High (YTD): 5/20/2024 0.350
Low (YTD): 3/11/2024 0.044
52W High: - -
52W Low: - -
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.225
Avg. volume 1M:   0.000
Avg. price 6M:   0.127
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   401.75%
Volatility 6M:   219.85%
Volatility 1Y:   -
Volatility 3Y:   -