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Soc. Generale Call 46 EBO 20.12.2.../  DE000SU2GSR2  /

Frankfurt Zert./SG
2024-07-05  9:49:21 PM Chg.-0.020 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
0.410EUR -4.65% 0.420
Bid Size: 9,000		 0.440
Ask Size: 9,000		 ERSTE GROUP BNK INH.... 46.00 EUR 2024-12-20 Call
 

Master data

WKN: SU2GSR
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.75
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.02
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.02
Time value: 0.41
Break-even: 50.30
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.58
Theta: -0.01
Omega: 6.25
Rho: 0.10
 

Quote data

Open: 0.440
High: 0.440
Low: 0.400
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+28.13%
1 Month  
+13.89%
3 Months  
+127.78%
YTD  
+241.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.360
1M High / 1M Low: 0.430 0.210
6M High / 6M Low: 0.430 0.082
High (YTD): 2024-07-04 0.430
Low (YTD): 2024-03-05 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
Avg. volume 1W:   0.000
Avg. price 1M:   0.320
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.94%
Volatility 6M:   136.75%
Volatility 1Y:   -
Volatility 3Y:   -