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

Frankfurt Zert./SG
11/14/2024  2:55:08 PM Chg.+0.050 Bid3:23:32 PM Ask3:23:32 PM Underlying Strike price Expiration date Option type
1.250EUR +4.17% 1.260
Bid Size: 15,000		 1.280
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 40.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 1.19
Implied volatility: 0.59
Historic volatility: 0.20
Parity: 1.19
Time value: 0.04
Break-even: 52.30
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 1.65%
Delta: 0.93
Theta: -0.02
Omega: 3.94
Rho: 0.04
 

Quote data

Open: 1.190
High: 1.250
Low: 1.190
Previous Close: 1.200
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.09%
1 Month  
+25.00%
3 Months  
+60.26%
YTD  
+380.77%
1 Year  
+468.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.360 1.200
1M High / 1M Low: 1.360 0.910
6M High / 6M Low: 1.360 0.500
High (YTD): 11/8/2024 1.360
Low (YTD): 3/5/2024 0.210
52W High: 11/8/2024 1.360
52W Low: 3/5/2024 0.210
Avg. price 1W:   1.298
Avg. volume 1W:   0.000
Avg. price 1M:   1.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.847
Avg. volume 6M:   0.000
Avg. price 1Y:   0.605
Avg. volume 1Y:   0.000
Volatility 1M:   106.50%
Volatility 6M:   102.46%
Volatility 1Y:   100.10%
Volatility 3Y:   -