Soc. Generale Call 40 EBO 20.12.2024
/ DE000SV6DNS8
Soc. Generale Call 40 EBO 20.12.2.../ DE000SV6DNS8 /
14/08/2024 08:21:57 |
Chg.0.000 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.760EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
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: |
5.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.68 |
Intrinsic value: |
0.61 |
Implied volatility: |
0.36 |
Historic volatility: |
0.20 |
Parity: |
0.61 |
Time value: |
0.17 |
Break-even: |
47.80 |
Moneyness: |
1.15 |
Premium: |
0.04 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.01 |
Spread %: |
1.30% |
Delta: |
0.80 |
Theta: |
-0.01 |
Omega: |
4.72 |
Rho: |
0.10 |
Quote data
Open: |
0.760 |
High: |
0.760 |
Low: |
0.760 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
0.00% |
3 Months |
|
|
+20.63% |
YTD |
|
|
+192.31% |
1 Year |
|
|
+192.31% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.690 |
1M High / 1M Low: |
0.970 |
0.520 |
6M High / 6M Low: |
0.970 |
0.210 |
High (YTD): |
31/07/2024 |
0.970 |
Low (YTD): |
11/03/2024 |
0.210 |
52W High: |
31/07/2024 |
0.970 |
52W Low: |
27/09/2023 |
0.160 |
Avg. price 1W: |
|
0.730 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.780 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.564 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.410 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
170.81% |
Volatility 6M: |
|
141.20% |
Volatility 1Y: |
|
121.98% |
Volatility 3Y: |
|
- |