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

Frankfurt Zert./SG
11/14/2024  8:29:57 AM Chg.0.000 Bid8:37:40 AM Ask8:37:40 AM Underlying Strike price Expiration date Option type
1.800EUR 0.00% 1.810
Bid Size: 4,000		 1.870
Ask Size: 4,000		 ERSTE GROUP BNK INH.... 34.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 11/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.83
Leverage: Yes

Calculated values

Fair value: 1.80
Intrinsic value: 1.79
Implied volatility: 0.89
Historic volatility: 0.20
Parity: 1.79
Time value: 0.04
Break-even: 52.30
Moneyness: 1.53
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.11%
Delta: 0.95
Theta: -0.02
Omega: 2.70
Rho: 0.03
 

Quote data

Open: 1.800
High: 1.800
Low: 1.800
Previous Close: 1.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -7.69%
1 Month  
+14.65%
3 Months  
+35.34%
YTD  
+239.62%
1 Year  
+291.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.950 1.800
1M High / 1M Low: 1.950 1.480
6M High / 6M Low: 1.950 0.940
High (YTD): 11/8/2024 1.950
Low (YTD): 3/5/2024 0.480
52W High: 11/8/2024 1.950
52W Low: 11/14/2023 0.460
Avg. price 1W:   1.894
Avg. volume 1W:   0.000
Avg. price 1M:   1.687
Avg. volume 1M:   0.000
Avg. price 6M:   1.380
Avg. volume 6M:   0.000
Avg. price 1Y:   1.045
Avg. volume 1Y:   0.000
Volatility 1M:   69.15%
Volatility 6M:   71.72%
Volatility 1Y:   74.33%
Volatility 3Y:   -