Soc. Generale Call 45 EBO 20.12.2024
/ DE000SV6D070
Soc. Generale Call 45 EBO 20.12.2.../ DE000SV6D070 /
30/07/2024 21:45:34 |
Chg.+0.030 |
Bid08:01:14 |
Ask08:01:14 |
Underlying |
Strike price |
Expiration date |
Option type |
0.550EUR |
+5.77% |
0.570 Bid Size: 7,000 |
0.620 Ask Size: 7,000 |
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: |
8.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.43 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.30 |
Historic volatility: |
0.19 |
Parity: |
0.28 |
Time value: |
0.26 |
Break-even: |
50.40 |
Moneyness: |
1.06 |
Premium: |
0.05 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.89% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
6.12 |
Rho: |
0.11 |
Quote data
Open: |
0.510 |
High: |
0.580 |
Low: |
0.510 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
+52.78% |
3 Months |
|
|
+111.54% |
YTD |
|
|
+292.86% |
1 Year |
|
|
+120.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.450 |
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: |
|
0.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.466 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.289 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.216 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
122.31% |
Volatility 6M: |
|
137.08% |
Volatility 1Y: |
|
126.94% |
Volatility 3Y: |
|
- |