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

Frankfurt Zert./SG
11/11/2024  9:46:39 PM Chg.-0.040 Bid11/11/2024 Ask11/11/2024 Underlying Strike price Expiration date Option type
0.830EUR -4.60% 0.830
Bid Size: 5,000		 0.870
Ask Size: 5,000		 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: 5.88
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.85
Implied volatility: 0.47
Historic volatility: 0.20
Parity: 0.85
Time value: 0.06
Break-even: 54.10
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.89
Theta: -0.02
Omega: 5.23
Rho: 0.04
 

Quote data

Open: 0.900
High: 0.900
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.16%
1 Month  
+59.62%
3 Months  
+107.50%
YTD  
+492.86%
1 Year  
+746.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.740
1M High / 1M Low: 0.870 0.470
6M High / 6M Low: 0.870 0.250
High (YTD): 11/8/2024 0.870
Low (YTD): 3/5/2024 0.097
52W High: 11/8/2024 0.870
52W Low: 3/5/2024 0.097
Avg. price 1W:   0.822
Avg. volume 1W:   0.000
Avg. price 1M:   0.610
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.324
Avg. volume 1Y:   0.000
Volatility 1M:   179.61%
Volatility 6M:   148.10%
Volatility 1Y:   134.31%
Volatility 3Y:   -