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Soc. Generale Call 40 EBO 20.06.2.../  DE000SU10JP3  /

Frankfurt Zert./SG
11/11/2024  7:16:34 PM Chg.-0.030 Bid7:16:49 PM Ask7:16:49 PM Underlying Strike price Expiration date Option type
1.390EUR -2.11% 1.380
Bid Size: 5,000		 1.420
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 40.00 EUR 6/20/2025 Call
 

Master data

WKN: SU10JP
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 6/20/2025
Issue date: 11/9/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.66
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.35
Implied volatility: 0.29
Historic volatility: 0.20
Parity: 1.35
Time value: 0.11
Break-even: 54.60
Moneyness: 1.34
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.93
Theta: -0.01
Omega: 3.42
Rho: 0.21
 

Quote data

Open: 1.450
High: 1.450
Low: 1.390
Previous Close: 1.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.92%
1 Month  
+31.13%
3 Months  
+56.18%
YTD  
+286.11%
1 Year  
+363.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.420 1.300
1M High / 1M Low: 1.420 1.000
6M High / 6M Low: 1.420 0.640
High (YTD): 11/8/2024 1.420
Low (YTD): 3/5/2024 0.350
52W High: 11/8/2024 1.420
52W Low: 11/13/2023 0.300
Avg. price 1W:   1.378
Avg. volume 1W:   0.000
Avg. price 1M:   1.158
Avg. volume 1M:   0.000
Avg. price 6M:   0.956
Avg. volume 6M:   0.000
Avg. price 1Y:   0.718
Avg. volume 1Y:   0.000
Volatility 1M:   84.19%
Volatility 6M:   84.41%
Volatility 1Y:   79.68%
Volatility 3Y:   -