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

Frankfurt Zert./SG
31/07/2024  08:22:40 Chg.+0.030 Bid08:40:59 Ask08:40:59 Underlying Strike price Expiration date Option type
1.320EUR +2.33% 1.310
Bid Size: 5,000		 1.420
Ask Size: 5,000		 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: 3.74
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 1.18
Implied volatility: 0.37
Historic volatility: 0.19
Parity: 1.18
Time value: 0.10
Break-even: 48.80
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.79%
Delta: 0.92
Theta: -0.01
Omega: 3.43
Rho: 0.12
 

Quote data

Open: 1.320
High: 1.320
Low: 1.320
Previous Close: 1.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.79%
1 Month  
+36.08%
3 Months  
+60.98%
YTD  
+214.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.160
1M High / 1M Low: 1.290 1.040
6M High / 6M Low: 1.290 0.370
High (YTD): 30/07/2024 1.290
Low (YTD): 05/03/2024 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   1.240
Avg. volume 1W:   0.000
Avg. price 1M:   1.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.811
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   65.02%
Volatility 6M:   90.45%
Volatility 1Y:   -
Volatility 3Y:   -