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

EUWAX
2024-05-15  8:31:00 AM Chg.+0.020 Bid9:53:20 AM Ask9:53:20 AM Underlying Strike price Expiration date Option type
0.770EUR +2.67% 0.810
Bid Size: 40,000		 0.820
Ask Size: 40,000		 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: 6.12
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.71
Implied volatility: 0.57
Historic volatility: 0.22
Parity: 0.71
Time value: 0.10
Break-even: 5.06
Moneyness: 1.17
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.83
Theta: 0.00
Omega: 5.09
Rho: 0.00
 

Quote data

Open: 0.770
High: 0.770
Low: 0.770
Previous Close: 0.750
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.53%
1 Month  
+35.09%
3 Months  
+450.00%
YTD  
+450.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.750
1M High / 1M Low: 1.000 0.530
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:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   0.742
Avg. volume 1M:   0.000
Avg. price 6M:   0.339
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.82%
Volatility 6M:   161.81%
Volatility 1Y:   -
Volatility 3Y:   -