Soc. Generale Call 38 EBO 20.12.2024
/ DE000SU10JG2
Soc. Generale Call 38 EBO 20.12.2.../ DE000SU10JG2 /
| 17/07/2024 10:31:24 |
Chg.+0.020 |
Bid16:43:58 |
Ask16:43:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+2.02% |
1.000
Bid Size: 20,000 |
1.010
Ask Size: 20,000 |
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: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.19 |
| Parity: |
0.91 |
| Time value: |
0.15 |
| Break-even: |
48.60 |
| Moneyness: |
1.24 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
3.82 |
| Rho: |
0.13 |
Quote data
| Open: |
1.030 |
| High: |
1.030 |
| Low: |
1.010 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.99% |
| 1 Month |
|
|
+46.38% |
| 3 Months |
|
|
+102.00% |
| YTD |
|
|
+206.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.910 |
| 1M High / 1M Low: |
1.000 |
0.690 |
| 6M High / 6M Low: |
1.070 |
0.280 |
| High (YTD): |
20/05/2024 |
1.070 |
| Low (YTD): |
05/03/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.623 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.23% |
| Volatility 6M: |
|
97.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
