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Soc. Generale Call 38 EBO 20.12.2.../  DE000SU10JG2  /

Frankfurt Zert./SG
2024-06-28  3:37:38 PM Chg.-0.010 Bid3:41:02 PM Ask3:41:02 PM Underlying Strike price Expiration date Option type
0.790EUR -1.25% 0.790
Bid Size: 20,000		 0.800
Ask Size: 20,000		 ERSTE GROUP BNK INH.... 38.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10JG
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.62
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.62
Time value: 0.20
Break-even: 46.20
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.80
Theta: -0.01
Omega: 4.30
Rho: 0.13
 

Quote data

Open: 0.810
High: 0.820
Low: 0.770
Previous Close: 0.800
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.22%
1 Month
  -9.20%
3 Months  
+61.22%
YTD  
+139.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.730
1M High / 1M Low: 0.900 0.630
6M High / 6M Low: 0.940 0.280
High (YTD): 2024-05-17 0.940
Low (YTD): 2024-03-05 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.772
Avg. volume 1W:   0.000
Avg. price 1M:   0.807
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.27%
Volatility 6M:   98.94%
Volatility 1Y:   -
Volatility 3Y:   -