Soc. Generale Call 34 EBO 20.12.2.../  DE000SU10JE7  /

Frankfurt Zert./SG
01/08/2024  16:34:12 Chg.-0.110 Bid17:30:24 Ask17:30:24 Underlying Strike price Expiration date Option type
1.350EUR -7.53% -
Bid Size: -
-
Ask Size: -
ERSTE GROUP BNK INH.... 34.00 EUR 20/12/2024 Call
 

Master data

WKN: SU10JE
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 34.00 EUR
Maturity: 20/12/2024
Issue date: 09/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 1.41
Implied volatility: 0.43
Historic volatility: 0.19
Parity: 1.41
Time value: 0.09
Break-even: 49.00
Moneyness: 1.41
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.35%
Delta: 0.93
Theta: -0.01
Omega: 2.98
Rho: 0.11
 

Quote data

Open: 1.410
High: 1.440
Low: 1.350
Previous Close: 1.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.93%
1 Month  
+12.50%
3 Months  
+37.76%
YTD  
+154.72%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.470 1.420
1M High / 1M Low: 1.470 1.200
6M High / 6M Low: 1.470 0.480
High (YTD): 30/07/2024 1.470
Low (YTD): 05/03/2024 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   1.444
Avg. volume 1W:   0.000
Avg. price 1M:   1.335
Avg. volume 1M:   0.000
Avg. price 6M:   0.976
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   57.17%
Volatility 6M:   80.30%
Volatility 1Y:   -
Volatility 3Y:   -