OverviewChartNewsTraderScreen

Soc. Generale Call 30 EBO 20.12.2.../  DE000SV6EJ69  /

Frankfurt Zert./SG
29/07/2024  20:36:50 Chg.0.000 Bid20:44:30 Ask20:44:30 Underlying Strike price Expiration date Option type
1.810EUR 0.00% 1.810
Bid Size: 5,000		 1.860
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 30.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
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: 1.790
High: 1.830
Low: 1.790
Previous Close: 1.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.43%
1 Month  
+21.48%
3 Months  
+29.29%
YTD  
+129.11%
1 Year  
+120.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.810 1.710
1M High / 1M Low: 1.810 1.560
6M High / 6M Low: 1.810 0.760
High (YTD): 26/07/2024 1.810
Low (YTD): 05/03/2024 0.760
52W High: 26/07/2024 1.810
52W Low: 26/09/2023 0.530
Avg. price 1W:   1.758
Avg. volume 1W:   0.000
Avg. price 1M:   1.688
Avg. volume 1M:   0.000
Avg. price 6M:   1.309
Avg. volume 6M:   161.559
Avg. price 1Y:   1.014
Avg. volume 1Y:   80.780
Volatility 1M:   50.18%
Volatility 6M:   66.28%
Volatility 1Y:   66.11%
Volatility 3Y:   -