Soc. Generale Call 40 EBO 20.12.2024
/ DE000SV6DNS8
Soc. Generale Call 40 EBO 20.12.2.../ DE000SV6DNS8 /
| 7/31/2024 8:18:32 AM |
Chg.+0.090 |
Bid1:31:07 PM |
Ask1:31:07 PM |
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 |
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: |
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): |
5/20/2024 |
0.910 |
| Low (YTD): |
3/11/2024 |
0.210 |
| 52W High: |
5/20/2024 |
0.910 |
| 52W Low: |
9/27/2023 |
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: |
|
- |
