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

Frankfurt Zert./SG
04/10/2024  21:45:05 Chg.0.000 Bid04/10/2024 Ask04/10/2024 Underlying Strike price Expiration date Option type
0.900EUR 0.00% 0.900
Bid Size: 5,000		 0.930
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 40.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.28
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.86
Implied volatility: 0.35
Historic volatility: 0.20
Parity: 0.86
Time value: 0.06
Break-even: 49.20
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.10%
Delta: 0.91
Theta: -0.01
Omega: 4.80
Rho: 0.07
 

Quote data

Open: 0.900
High: 0.930
Low: 0.870
Previous Close: 0.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.17%
1 Month  
+7.14%
3 Months  
+9.76%
YTD  
+246.15%
1 Year  
+350.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.890
1M High / 1M Low: 0.970 0.800
6M High / 6M Low: 1.050 0.370
High (YTD): 02/09/2024 1.050
Low (YTD): 05/03/2024 0.210
52W High: 02/09/2024 1.050
52W Low: 26/10/2023 0.170
Avg. price 1W:   0.918
Avg. volume 1W:   0.000
Avg. price 1M:   0.874
Avg. volume 1M:   0.000
Avg. price 6M:   0.734
Avg. volume 6M:   0.000
Avg. price 1Y:   0.510
Avg. volume 1Y:   0.000
Volatility 1M:   82.62%
Volatility 6M:   103.16%
Volatility 1Y:   102.07%
Volatility 3Y:   -