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Soc. Generale Call 44 EBO 20.12.2.../  DE000SU10JJ6  /

Frankfurt Zert./SG
11/8/2024  8:01:37 PM Chg.-0.010 Bid8:13:09 PM Ask8:13:09 PM Underlying Strike price Expiration date Option type
0.960EUR -1.03% 0.970
Bid Size: 5,000		 1.010
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 44.00 EUR 12/20/2024 Call
 

Master data

WKN: SU10JJ
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 12/20/2024
Issue date: 11/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.34
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.94
Implied volatility: 0.48
Historic volatility: 0.20
Parity: 0.94
Time value: 0.06
Break-even: 54.00
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 2.04%
Delta: 0.90
Theta: -0.02
Omega: 4.82
Rho: 0.04
 

Quote data

Open: 0.930
High: 0.960
Low: 0.910
Previous Close: 0.970
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+24.68%
1 Month  
+74.55%
3 Months  
+123.26%
YTD  
+500.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.770
1M High / 1M Low: 0.970 0.540
6M High / 6M Low: 0.970 0.290
High (YTD): 11/7/2024 0.970
Low (YTD): 3/5/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.876
Avg. volume 1W:   0.000
Avg. price 1M:   0.670
Avg. volume 1M:   0.000
Avg. price 6M:   0.522
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.67%
Volatility 6M:   137.76%
Volatility 1Y:   -
Volatility 3Y:   -