Soc. Generale Call 42 EBO 20.09.2024
/ DE000SW1ZNB7
Soc. Generale Call 42 EBO 20.09.2.../ DE000SW1ZNB7 /
| 2024-04-30 9:50:29 PM |
Chg.-0.010 |
Bid9:54:38 PM |
Ask9:54:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-3.13% |
0.300
Bid Size: 10,000 |
0.320
Ask Size: 10,000 |
ERSTE GROUP BNK INH.... |
42.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW1ZNB |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-08 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
0.19 |
| Time value: |
0.12 |
| Break-even: |
45.10 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
10.69 |
| Rho: |
0.12 |
Quote data
| Open: |
0.280 |
| High: |
0.320 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.43% |
| 1 Month |
|
|
+47.62% |
| 3 Months |
|
|
+19.23% |
| YTD |
|
|
+106.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.310 |
| 1M High / 1M Low: |
0.350 |
0.200 |
| 6M High / 6M Low: |
0.350 |
0.100 |
| High (YTD): |
2024-04-25 |
0.350 |
| Low (YTD): |
2024-03-05 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.267 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.188 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.26% |
| Volatility 6M: |
|
132.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
