Soc. Generale Call 36 EBO 20.12.2024
/ DE000SU10JF4
Soc. Generale Call 36 EBO 20.12.2.../ DE000SU10JF4 /
| 7/29/2024 10:28:02 AM |
Chg.+0.03 |
Bid7:43:49 AM |
Ask7:43:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+2.42% |
1.27
Bid Size: 5,000 |
1.28
Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
36.00 EUR |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
1.18 |
| Time value: |
0.11 |
| Break-even: |
48.80 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
3.39 |
| Rho: |
0.12 |
Quote data
| Open: |
1.26 |
| High: |
1.27 |
| Low: |
1.26 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.55% |
| 1 Month |
|
|
+30.93% |
| 3 Months |
|
|
+62.82% |
| YTD |
|
|
+202.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.15 |
| 1M High / 1M Low: |
1.27 |
1.00 |
| 6M High / 6M Low: |
1.27 |
0.38 |
| High (YTD): |
7/29/2024 |
1.27 |
| Low (YTD): |
3/6/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.12% |
| Volatility 6M: |
|
86.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
