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

EUWAX
2024-07-31  8:18:32 AM Chg.+0.090 Bid11:22:48 AM Ask11:22:48 AM Underlying Strike price Expiration date Option type
0.970EUR +10.23% 0.940
Bid Size: 20,000		 0.950
Ask Size: 20,000		 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: 5.09
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.84
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.84
Time value: 0.11
Break-even: 49.50
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.88
Theta: -0.01
Omega: 4.48
Rho: 0.13
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 0.880
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.25%
1 Month  
+46.97%
3 Months  
+102.08%
YTD  
+273.08%
1 Year  
+162.16%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.760
1M High / 1M Low: 0.900 0.700
6M High / 6M Low: 0.910 0.210
High (YTD): 2024-05-20 0.910
Low (YTD): 2024-03-11 0.210
52W High: 2024-05-20 0.910
52W Low: 2023-09-27 0.160
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.799
Avg. volume 1M:   0.000
Avg. price 6M:   0.533
Avg. volume 6M:   0.000
Avg. price 1Y:   0.392
Avg. volume 1Y:   0.000
Volatility 1M:   100.96%
Volatility 6M:   129.11%
Volatility 1Y:   115.12%
Volatility 3Y:   -