Soc. Generale Call 44 EBO 20.12.2024
/ DE000SU10JJ6
Soc. Generale Call 44 EBO 20.12.2.../ DE000SU10JJ6 /
29/08/2024 21:47:38 |
Chg.-0.010 |
Bid21:48:00 |
Ask21:48:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
-1.59% |
0.620 Bid Size: 6,000 |
0.650 Ask Size: 6,000 |
ERSTE GROUP BNK INH.... |
44.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
09/11/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.58 |
Intrinsic value: |
0.49 |
Implied volatility: |
0.29 |
Historic volatility: |
0.20 |
Parity: |
0.49 |
Time value: |
0.15 |
Break-even: |
50.40 |
Moneyness: |
1.11 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
1.59% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
6.03 |
Rho: |
0.10 |
Quote data
Open: |
0.620 |
High: |
0.680 |
Low: |
0.620 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.81% |
1 Month |
|
|
+5.08% |
3 Months |
|
|
+40.91% |
YTD |
|
|
+287.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.540 |
1M High / 1M Low: |
0.640 |
0.330 |
6M High / 6M Low: |
0.640 |
0.110 |
High (YTD): |
26/08/2024 |
0.640 |
Low (YTD): |
05/03/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.514 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.380 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
151.55% |
Volatility 6M: |
|
134.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |