Soc. Generale Call 36 EBO 20.12.2024
/ DE000SU10JF4
Soc. Generale Call 36 EBO 20.12.2.../ DE000SU10JF4 /
| 09/10/2024 09:33:28 |
Chg.-0.05 |
Bid17:15:00 |
Ask17:15:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-3.97% |
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: |
3.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.20 |
| Parity: |
1.24 |
| Time value: |
0.06 |
| Break-even: |
49.00 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
1.56% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.48 |
| Rho: |
0.06 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.72% |
| 1 Month |
|
|
-3.97% |
| 3 Months |
|
|
+10.00% |
| YTD |
|
|
+188.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.30 |
1.25 |
| 1M High / 1M Low: |
1.34 |
1.20 |
| 6M High / 6M Low: |
1.42 |
0.61 |
| High (YTD): |
03/09/2024 |
1.42 |
| Low (YTD): |
06/03/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.88% |
| Volatility 6M: |
|
115.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
