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Soc. Generale Call 46 EBA 20.12.2.../  DE000SN2PMF0  /

Frankfurt Zert./SG
7/29/2024  11:12:41 AM Chg.0.000 Bid11:30:10 AM Ask11:30:10 AM Underlying Strike price Expiration date Option type
0.920EUR 0.00% 0.930
Bid Size: 7,000		 0.950
Ask Size: 7,000		 EBAY INC. DL... 46.00 - 12/20/2024 Call
 

Master data

WKN: SN2PMF
Issuer: Société Générale
Currency: EUR
Underlying: EBAY INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 12/20/2024
Issue date: 5/30/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.31
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.39
Implied volatility: 0.58
Historic volatility: 0.22
Parity: 0.39
Time value: 0.55
Break-even: 55.40
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.30
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.67
Theta: -0.03
Omega: 3.57
Rho: 0.10
 

Quote data

Open: 0.930
High: 0.930
Low: 0.920
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+1.10%
YTD  
+113.95%
1 Year  
+39.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.860
1M High / 1M Low: 1.030 0.800
6M High / 6M Low: 1.030 0.300
High (YTD): 7/16/2024 1.030
Low (YTD): 1/17/2024 0.290
52W High: 7/16/2024 1.030
52W Low: 11/20/2023 0.280
Avg. price 1W:   0.894
Avg. volume 1W:   0.000
Avg. price 1M:   0.889
Avg. volume 1M:   0.000
Avg. price 6M:   0.766
Avg. volume 6M:   0.000
Avg. price 1Y:   0.617
Avg. volume 1Y:   0.000
Volatility 1M:   86.11%
Volatility 6M:   119.46%
Volatility 1Y:   111.00%
Volatility 3Y:   -