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

Frankfurt Zert./SG
2024-08-01  4:56:40 PM Chg.-0.120 Bid5:31:40 PM Ask5:31:40 PM Underlying Strike price Expiration date Option type
1.240EUR -8.82% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 35.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.31
Implied volatility: 0.42
Historic volatility: 0.19
Parity: 1.31
Time value: 0.10
Break-even: 49.10
Moneyness: 1.37
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.44%
Delta: 0.92
Theta: -0.01
Omega: 3.13
Rho: 0.12
 

Quote data

Open: 1.310
High: 1.370
Low: 1.240
Previous Close: 1.360
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.06%
1 Month  
+10.71%
3 Months  
+39.33%
YTD  
+163.83%
1 Year  
+138.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 1.320
1M High / 1M Low: 1.380 1.120
6M High / 6M Low: 1.380 0.420
High (YTD): 2024-07-30 1.380
Low (YTD): 2024-03-05 0.420
52W High: 2024-07-30 1.380
52W Low: 2023-09-27 0.300
Avg. price 1W:   1.348
Avg. volume 1W:   0.000
Avg. price 1M:   1.246
Avg. volume 1M:   0.000
Avg. price 6M:   0.895
Avg. volume 6M:   0.000
Avg. price 1Y:   0.666
Avg. volume 1Y:   0.000
Volatility 1M:   63.25%
Volatility 6M:   85.27%
Volatility 1Y:   85.92%
Volatility 3Y:   -