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

Frankfurt Zert./SG
7/30/2024  9:36:10 PM Chg.+0.020 Bid9:59:12 PM Ask9:59:12 PM Underlying Strike price Expiration date Option type
0.480EUR +4.35% 0.480
Bid Size: 7,000		 0.500
Ask Size: 7,000		 ERSTE GROUP BNK INH.... 46.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 11/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.18
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.18
Implied volatility: 0.29
Historic volatility: 0.19
Parity: 0.18
Time value: 0.29
Break-even: 50.70
Moneyness: 1.04
Premium: 0.06
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.65
Theta: -0.01
Omega: 6.62
Rho: 0.10
 

Quote data

Open: 0.440
High: 0.510
Low: 0.440
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+50.00%
3 Months  
+108.70%
YTD  
+300.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.390
1M High / 1M Low: 0.480 0.350
6M High / 6M Low: 0.480 0.082
High (YTD): 7/30/2024 0.480
Low (YTD): 3/5/2024 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   0.251
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.74%
Volatility 6M:   138.50%
Volatility 1Y:   -
Volatility 3Y:   -