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

EUWAX
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:   -