Soc. Generale Call 32 EBO 20.12.2.../  DE000SU13PM1  /

EUWAX
05/07/2024  09:54:36 Chg.+0.05 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
1.54EUR +3.36% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 32.00 EUR 20/12/2024 Call
 

Master data

WKN: SU13PM
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 20/12/2024
Issue date: 13/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.02
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 1.42
Implied volatility: 0.45
Historic volatility: 0.19
Parity: 1.42
Time value: 0.11
Break-even: 47.30
Moneyness: 1.44
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.92
Theta: -0.01
Omega: 2.79
Rho: 0.13
 

Quote data

Open: 1.54
High: 1.54
Low: 1.54
Previous Close: 1.49
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.56%
1 Month  
+8.45%
3 Months  
+54.00%
YTD  
+133.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.34
1M High / 1M Low: 1.54 1.16
6M High / 6M Low: 1.58 0.62
High (YTD): 20/05/2024 1.58
Low (YTD): 05/03/2024 0.62
52W High: - -
52W Low: - -
Avg. price 1W:   1.44
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.06
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.66%
Volatility 6M:   70.42%
Volatility 1Y:   -
Volatility 3Y:   -