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Soc. Generale Call 35 EBO 20.06.2.../  DE000SU10JN8  /

Frankfurt Zert./SG
8/16/2024  11:49:17 AM Chg.+0.060 Bid6:08:14 PM Ask6:08:14 PM Underlying Strike price Expiration date Option type
1.390EUR +4.51% 1.360
Bid Size: 5,000		 1.410
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 35.00 EUR 6/20/2025 Call
 

Master data

WKN: SU10JN
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 6/20/2025
Issue date: 11/9/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.35
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.25
Implied volatility: 0.31
Historic volatility: 0.20
Parity: 1.25
Time value: 0.17
Break-even: 49.20
Moneyness: 1.36
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.91
Theta: -0.01
Omega: 3.04
Rho: 0.24
 

Quote data

Open: 1.390
High: 1.390
Low: 1.390
Previous Close: 1.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+9.45%
1 Month  
+0.72%
3 Months  
+25.23%
YTD  
+148.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.330 1.270
1M High / 1M Low: 1.460 1.070
6M High / 6M Low: 1.460 0.540
High (YTD): 7/30/2024 1.460
Low (YTD): 3/5/2024 0.540
52W High: - -
52W Low: - -
Avg. price 1W:   1.288
Avg. volume 1W:   0.000
Avg. price 1M:   1.306
Avg. volume 1M:   0.000
Avg. price 6M:   1.020
Avg. volume 6M:   31.496
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   77.00%
Volatility 6M:   72.02%
Volatility 1Y:   -
Volatility 3Y:   -