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

Frankfurt Zert./SG
2024-07-05  9:48:40 PM Chg.-0.020 Bid2024-07-05 Ask2024-07-05 Underlying Strike price Expiration date Option type
1.320EUR -1.49% 1.320
Bid Size: 5,000		 1.360
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 34.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.22
Implied volatility: 0.40
Historic volatility: 0.19
Parity: 1.22
Time value: 0.12
Break-even: 47.40
Moneyness: 1.36
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.75%
Delta: 0.91
Theta: -0.01
Omega: 3.13
Rho: 0.13
 

Quote data

Open: 1.350
High: 1.350
Low: 1.300
Previous Close: 1.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+16.81%
1 Month  
+10.00%
3 Months  
+60.98%
YTD  
+149.06%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.340 1.200
1M High / 1M Low: 1.340 0.940
6M High / 6M Low: 1.340 0.480
High (YTD): 2024-07-04 1.340
Low (YTD): 2024-03-05 0.480
52W High: - -
52W Low: - -
Avg. price 1W:   1.282
Avg. volume 1W:   0.000
Avg. price 1M:   1.143
Avg. volume 1M:   0.000
Avg. price 6M:   0.884
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.59%
Volatility 6M:   80.63%
Volatility 1Y:   -
Volatility 3Y:   -