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Soc. Generale Call 36 EBO 20.12.2.../  DE000SU10JF4  /

Frankfurt Zert./SG
2024-11-12  3:32:40 PM Chg.-0.040 Bid3:57:27 PM Ask3:57:27 PM Underlying Strike price Expiration date Option type
1.670EUR -2.34% 1.670
Bid Size: 15,000		 1.690
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 36.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10JF
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.04
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.72
Implied volatility: 0.70
Historic volatility: 0.20
Parity: 1.72
Time value: 0.03
Break-even: 53.50
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.02
Spread %: 1.16%
Delta: 0.97
Theta: -0.01
Omega: 2.94
Rho: 0.04
 

Quote data

Open: 1.640
High: 1.710
Low: 1.640
Previous Close: 1.710
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.34%
1 Month  
+24.63%
3 Months  
+54.63%
YTD  
+297.62%
1 Year  
+421.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.760 1.680
1M High / 1M Low: 1.760 1.290
6M High / 6M Low: 1.760 0.780
High (YTD): 2024-11-07 1.760
Low (YTD): 2024-03-05 0.370
52W High: 2024-11-07 1.760
52W Low: 2023-11-13 0.330
Avg. price 1W:   1.722
Avg. volume 1W:   0.000
Avg. price 1M:   1.477
Avg. volume 1M:   0.000
Avg. price 6M:   1.188
Avg. volume 6M:   0.000
Avg. price 1Y:   0.878
Avg. volume 1Y:   0.000
Volatility 1M:   77.35%
Volatility 6M:   80.19%
Volatility 1Y:   83.88%
Volatility 3Y:   -