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

EUWAX
2024-05-31  8:32:38 AM Chg.+0.130 Bid10:40:38 AM Ask10:40:38 AM Underlying Strike price Expiration date Option type
1.030EUR +14.44% 1.070
Bid Size: 35,000		 1.090
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: 4.86
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 1.00
Implied volatility: 0.83
Historic volatility: 0.22
Parity: 1.00
Time value: 0.08
Break-even: 5.33
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.28
Spread abs.: 0.02
Spread %: 1.89%
Delta: 0.88
Theta: -0.01
Omega: 4.28
Rho: 0.00
 

Quote data

Open: 1.030
High: 1.030
Low: 1.030
Previous Close: 0.900
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.39%
1 Month  
+22.62%
3 Months  
+635.71%
YTD  
+635.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.870
1M High / 1M Low: 0.920 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:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.795
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   115.84%
Volatility 6M:   162.17%
Volatility 1Y:   -
Volatility 3Y:   -