Soc. Generale Call 44 EBO 21.03.2.../  DE000SU74VG3  /

EUWAX
29/07/2024  10:24:53 Chg.+0.030 Bid20:44:30 Ask20:44:30 Underlying Strike price Expiration date Option type
0.710EUR +4.41% 0.700
Bid Size: 7,000
0.720
Ask Size: 7,000
ERSTE GROUP BNK INH.... 44.00 EUR 21/03/2025 Call
 

Master data

WKN: SU74VG
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 21/03/2025
Issue date: 09/02/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.54
Leverage: Yes

Calculated values

Fair value: 0.58
Intrinsic value: 0.38
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.38
Time value: 0.36
Break-even: 51.30
Moneyness: 1.09
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.39%
Delta: 0.71
Theta: -0.01
Omega: 4.62
Rho: 0.17
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.680
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.52%
1 Month  
+39.22%
3 Months  
+73.17%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.620
1M High / 1M Low: 0.680 0.540
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.634
Avg. volume 1W:   0.000
Avg. price 1M:   0.617
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.28%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -