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

Frankfurt Zert./SG
16/07/2024  21:11:14 Chg.+0.050 Bid16/07/2024 Ask16/07/2024 Underlying Strike price Expiration date Option type
1.040EUR +5.05% 1.040
Bid Size: 6,000		 1.070
Ask Size: 6,000		 ERSTE GROUP BNK INH.... 38.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 09/11/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.62
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.87
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.87
Time value: 0.14
Break-even: 48.10
Moneyness: 1.23
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.86
Theta: -0.01
Omega: 3.98
Rho: 0.13
 

Quote data

Open: 0.960
High: 1.040
Low: 0.960
Previous Close: 0.990
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+65.08%
3 Months  
+112.24%
YTD  
+215.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.990 0.880
1M High / 1M Low: 0.990 0.730
6M High / 6M Low: 0.990 0.280
High (YTD): 15/07/2024 0.990
Low (YTD): 05/03/2024 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.942
Avg. volume 1W:   0.000
Avg. price 1M:   0.861
Avg. volume 1M:   0.000
Avg. price 6M:   0.618
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.07%
Volatility 6M:   98.48%
Volatility 1Y:   -
Volatility 3Y:   -