OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
2024-07-12  9:51:31 PM Chg.-0.020 Bid2024-07-12 Ask2024-07-12 Underlying Strike price Expiration date Option type
1.120EUR -1.75% 1.120
Bid Size: 6,000		 1.160
Ask Size: 6,000		 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: 4.02
Leverage: Yes

Calculated values

Fair value: 1.12
Intrinsic value: 1.06
Implied volatility: 0.33
Historic volatility: 0.19
Parity: 1.06
Time value: 0.10
Break-even: 47.60
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.87%
Delta: 0.91
Theta: -0.01
Omega: 3.67
Rho: 0.14
 

Quote data

Open: 1.120
High: 1.160
Low: 1.120
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.75%
1 Month  
+12.00%
3 Months  
+64.71%
YTD  
+166.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 1.050
1M High / 1M Low: 1.160 0.780
6M High / 6M Low: 1.160 0.370
High (YTD): 2024-07-04 1.160
Low (YTD): 2024-03-05 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   1.106
Avg. volume 1W:   0.000
Avg. price 1M:   0.996
Avg. volume 1M:   0.000
Avg. price 6M:   0.749
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   104.22%
Volatility 6M:   90.81%
Volatility 1Y:   -
Volatility 3Y:   -