Soc. Generale Call 30 EBO 20.12.2024
/ DE000SV6EJ69
Soc. Generale Call 30 EBO 20.12.2.../ DE000SV6EJ69 /
2024-07-30 8:58:24 AM |
Chg.-0.050 |
Bid9:01:05 AM |
Ask9:01:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
-2.75% |
1.810 Bid Size: 5,000 |
1.830 Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
30.00 EUR |
2024-12-20 |
Call |
Master data
WKN: |
SV6EJ6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-16 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.82 |
Intrinsic value: |
1.78 |
Implied volatility: |
0.50 |
Historic volatility: |
0.19 |
Parity: |
1.78 |
Time value: |
0.08 |
Break-even: |
48.50 |
Moneyness: |
1.59 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.02 |
Spread %: |
1.09% |
Delta: |
0.95 |
Theta: |
-0.01 |
Omega: |
2.46 |
Rho: |
0.11 |
Quote data
Open: |
1.770 |
High: |
1.770 |
Low: |
1.770 |
Previous Close: |
1.820 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.31% |
1 Month |
|
|
+18.79% |
3 Months |
|
|
+29.20% |
YTD |
|
|
+124.05% |
1 Year |
|
|
+115.85% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.820 |
1.710 |
1M High / 1M Low: |
1.820 |
1.560 |
6M High / 6M Low: |
1.820 |
0.760 |
High (YTD): |
2024-07-29 |
1.820 |
Low (YTD): |
2024-03-05 |
0.760 |
52W High: |
2024-07-29 |
1.820 |
52W Low: |
2023-09-26 |
0.530 |
Avg. price 1W: |
|
1.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.695 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.316 |
Avg. volume 6M: |
|
161.559 |
Avg. price 1Y: |
|
1.017 |
Avg. volume 1Y: |
|
80.463 |
Volatility 1M: |
|
48.85% |
Volatility 6M: |
|
66.12% |
Volatility 1Y: |
|
65.98% |
Volatility 3Y: |
|
- |