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Soc. Generale Call 4.25 CABK 21.0.../  DE000SW2BVN4  /

EUWAX
2024-05-29  8:32:22 AM Chg.+0.030 Bid9:24:46 AM Ask9:24:46 AM Underlying Strike price Expiration date Option type
0.920EUR +3.37% 1.000
Bid Size: 35,000		 1.020
Ask Size: 35,000		 CAIXABANK CAIXABANK,... 4.25 EUR 2024-06-21 Call
 

Master data

WKN: SW2BVN
Issuer: Société Générale
Currency: EUR
Underlying: CAIXABANK CAIXABANK, S.A.
Type: Warrant
Option type: Call
Strike price: 4.25 EUR
Maturity: 2024-06-21
Issue date: 2023-08-16
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.86
Implied volatility: 0.75
Historic volatility: 0.22
Parity: 0.86
Time value: 0.09
Break-even: 5.20
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.86
Theta: -0.01
Omega: 4.61
Rho: 0.00
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.890
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.55%
1 Month
  -8.00%
3 Months  
+557.14%
YTD  
+557.14%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.830
1M High / 1M Low: 1.000 0.660
6M High / 6M Low: 1.000 0.120
High (YTD): 2024-04-29 1.000
Low (YTD): 2024-02-19 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   0.794
Avg. volume 1M:   0.000
Avg. price 6M:   0.380
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.08%
Volatility 6M:   163.80%
Volatility 1Y:   -
Volatility 3Y:   -