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Soc. Generale Call 45 EBO 20.12.2.../  DE000SV6D070  /

Frankfurt Zert./SG
01/08/2024  16:50:19 Chg.-0.110 Bid17:32:38 Ask17:32:38 Underlying Strike price Expiration date Option type
0.430EUR -20.37% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 45.00 EUR 20/12/2024 Call
 

Master data

WKN: SV6D07
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.59
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.31
Implied volatility: 0.30
Historic volatility: 0.19
Parity: 0.31
Time value: 0.25
Break-even: 50.60
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.70
Theta: -0.01
Omega: 6.01
Rho: 0.11
 

Quote data

Open: 0.510
High: 0.530
Low: 0.430
Previous Close: 0.540
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.69%
1 Month  
+7.50%
3 Months  
+65.38%
YTD  
+207.14%
1 Year  
+86.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.510
1M High / 1M Low: 0.550 0.400
6M High / 6M Low: 0.550 0.097
High (YTD): 30/07/2024 0.550
Low (YTD): 05/03/2024 0.097
52W High: 30/07/2024 0.550
52W Low: 09/11/2023 0.090
Avg. price 1W:   0.528
Avg. volume 1W:   0.000
Avg. price 1M:   0.469
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   0.217
Avg. volume 1Y:   0.000
Volatility 1M:   119.99%
Volatility 6M:   137.13%
Volatility 1Y:   126.68%
Volatility 3Y:   -