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Soc. Generale Call 35 EBO 20.12.2.../  DE000SV6EJ77  /

Frankfurt Zert./SG
12/11/2024  21:50:16 Chg.-0.050 Bid21:58:55 Ask21:58:55 Underlying Strike price Expiration date Option type
1.760EUR -2.76% 1.760
Bid Size: 4,000		 1.800
Ask Size: 4,000		 ERSTE GROUP BNK INH.... 35.00 EUR 20/12/2024 Call
 

Master data

WKN: SV6EJ7
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.88
Leverage: Yes

Calculated values

Fair value: 1.83
Intrinsic value: 1.82
Implied volatility: 0.75
Historic volatility: 0.20
Parity: 1.82
Time value: 0.03
Break-even: 53.50
Moneyness: 1.52
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.97
Theta: -0.01
Omega: 2.79
Rho: 0.03
 

Quote data

Open: 1.750
High: 1.810
Low: 1.730
Previous Close: 1.810
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.76%
1 Month  
+22.22%
3 Months  
+49.15%
YTD  
+274.47%
1 Year  
+388.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.860 1.780
1M High / 1M Low: 1.860 1.380
6M High / 6M Low: 1.860 0.860
High (YTD): 07/11/2024 1.860
Low (YTD): 05/03/2024 0.420
52W High: 07/11/2024 1.860
52W Low: 13/11/2023 0.380
Avg. price 1W:   1.822
Avg. volume 1W:   0.000
Avg. price 1M:   1.574
Avg. volume 1M:   0.000
Avg. price 6M:   1.278
Avg. volume 6M:   0.000
Avg. price 1Y:   0.955
Avg. volume 1Y:   0.000
Volatility 1M:   78.95%
Volatility 6M:   76.33%
Volatility 1Y:   79.23%
Volatility 3Y:   -