Soc. Generale Call 36 EBO 20.12.2024
/ DE000SU10JF4
Soc. Generale Call 36 EBO 20.12.2.../ DE000SU10JF4 /
| 05/09/2024 09:36:26 |
Chg.+0.04 |
Bid16:32:38 |
Ask16:32:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
+3.17% |
1.31
Bid Size: 15,000 |
1.33
Ask Size: 15,000 |
ERSTE GROUP BNK INH.... |
36.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
09/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
1.24 |
| Time value: |
0.05 |
| Break-even: |
48.90 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.78% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.60 |
| Rho: |
0.10 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.99% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+28.71% |
| YTD |
|
|
+209.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.26 |
| 1M High / 1M Low: |
1.42 |
0.65 |
| 6M High / 6M Low: |
1.42 |
0.38 |
| High (YTD): |
03/09/2024 |
1.42 |
| Low (YTD): |
06/03/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.17% |
| Volatility 6M: |
|
116.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
