Soc. Generale Call 46 EBO 20.12.2024
/ DE000SU2GSR2
Soc. Generale Call 46 EBO 20.12.2.../ DE000SU2GSR2 /
2024-09-05 1:02:33 PM |
Chg.+0.030 |
Bid2024-09-05 |
Ask2024-09-05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
+6.98% |
0.460 Bid Size: 20,000 |
0.470 Ask Size: 20,000 |
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: |
11.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.24 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.24 |
Time value: |
0.20 |
Break-even: |
50.40 |
Moneyness: |
1.05 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.69 |
Theta: |
-0.01 |
Omega: |
7.56 |
Rho: |
0.08 |
Quote data
Open: |
0.410 |
High: |
0.460 |
Low: |
0.410 |
Previous Close: |
0.430 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.17% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+31.43% |
YTD |
|
|
+283.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.410 |
1M High / 1M Low: |
0.550 |
0.230 |
6M High / 6M Low: |
0.550 |
0.082 |
High (YTD): |
2024-09-02 |
0.550 |
Low (YTD): |
2024-03-05 |
0.082 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.478 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.402 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.300 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.65% |
Volatility 6M: |
|
146.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |