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

Frankfurt Zert./SG
6/27/2024  9:42:31 PM Chg.+0.010 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.350EUR +2.94% 0.350
Bid Size: 9,000		 0.360
Ask Size: 9,000		 ERSTE GROUP BNK INH.... 45.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 5/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.57
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.19
Parity: -0.10
Time value: 0.35
Break-even: 48.50
Moneyness: 0.98
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.94%
Delta: 0.53
Theta: -0.01
Omega: 6.67
Rho: 0.10
 

Quote data

Open: 0.340
High: 0.360
Low: 0.340
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -10.26%
3 Months  
+94.44%
YTD  
+150.00%
1 Year  
+105.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.310
1M High / 1M Low: 0.420 0.250
6M High / 6M Low: 0.420 0.097
High (YTD): 6/6/2024 0.420
Low (YTD): 3/5/2024 0.097
52W High: 6/6/2024 0.420
52W Low: 11/9/2023 0.090
Avg. price 1W:   0.336
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.238
Avg. volume 6M:   0.000
Avg. price 1Y:   0.192
Avg. volume 1Y:   0.000
Volatility 1M:   170.30%
Volatility 6M:   132.14%
Volatility 1Y:   123.95%
Volatility 3Y:   -