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Soc. Generale Call 42 EBO 20.12.2.../  DE000SU10JH0  /

Frankfurt Zert./SG
8/30/2024  9:38:15 PM Chg.+0.050 Bid9:58:59 PM Ask9:58:59 PM Underlying Strike price Expiration date Option type
0.840EUR +6.33% 0.850
Bid Size: 5,000		 0.890
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 42.00 EUR 12/20/2024 Call
 

Master data

WKN: SU10JH
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 12/20/2024
Issue date: 11/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.69
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.75
Implied volatility: 0.33
Historic volatility: 0.20
Parity: 0.75
Time value: 0.12
Break-even: 50.70
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.85
Theta: -0.01
Omega: 4.86
Rho: 0.10
 

Quote data

Open: 0.800
High: 0.860
Low: 0.800
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+15.07%
1 Month  
+31.25%
3 Months  
+40.00%
YTD  
+320.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.840 0.790
1M High / 1M Low: 0.840 0.430
6M High / 6M Low: 0.840 0.150
High (YTD): 8/30/2024 0.840
Low (YTD): 3/5/2024 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.802
Avg. volume 1W:   0.000
Avg. price 1M:   0.661
Avg. volume 1M:   0.000
Avg. price 6M:   0.495
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   129.30%
Volatility 6M:   121.34%
Volatility 1Y:   -
Volatility 3Y:   -