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Soc. Generale Call 40 EBO 20.12.2.../  DE000SV6DNS8  /

Frankfurt Zert./SG
2024-07-08  9:43:43 PM Chg.-0.020 Bid2024-07-08 Ask2024-07-08 Underlying Strike price Expiration date Option type
0.800EUR -2.44% 0.800
Bid Size: 6,000		 0.820
Ask Size: 6,000		 ERSTE GROUP BNK INH.... 40.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DNS
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.57
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.62
Implied volatility: 0.35
Historic volatility: 0.19
Parity: 0.62
Time value: 0.21
Break-even: 48.30
Moneyness: 1.16
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.22%
Delta: 0.79
Theta: -0.01
Omega: 4.40
Rho: 0.13
 

Quote data

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

Performance

1 Week  
+11.11%
1 Month  
+11.11%
3 Months  
+77.78%
YTD  
+207.69%
1 Year  
+185.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.720
1M High / 1M Low: 0.830 0.500
6M High / 6M Low: 0.830 0.210
High (YTD): 2024-07-04 0.830
Low (YTD): 2024-03-05 0.210
52W High: 2024-07-04 0.830
52W Low: 2023-09-26 0.160
Avg. price 1W:   0.786
Avg. volume 1W:   0.000
Avg. price 1M:   0.666
Avg. volume 1M:   0.000
Avg. price 6M:   0.475
Avg. volume 6M:   0.000
Avg. price 1Y:   0.361
Avg. volume 1Y:   0.000
Volatility 1M:   136.30%
Volatility 6M:   104.15%
Volatility 1Y:   100.79%
Volatility 3Y:   -