Soc. Generale Call 48 EBO 20.09.2024
/ DE000SU2GSQ4
Soc. Generale Call 48 EBO 20.09.2.../ DE000SU2GSQ4 /
| 9/6/2024 9:23:54 AM |
Chg.-0.054 |
Bid4:25:56 PM |
Ask4:25:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-38.57% |
0.120
Bid Size: 25,000 |
0.130
Ask Size: 25,000 |
ERSTE GROUP BNK INH.... |
48.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
SU2GSQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ERSTE GROUP BNK INH. O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
11/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
34.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.09 |
| Break-even: |
49.40 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
20.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.74% |
| 1 Month |
|
|
+68.63% |
| 3 Months |
|
|
-33.85% |
| YTD |
|
|
+38.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.120 |
| 1M High / 1M Low: |
0.210 |
0.051 |
| 6M High / 6M Low: |
0.270 |
0.026 |
| High (YTD): |
5/20/2024 |
0.270 |
| Low (YTD): |
8/5/2024 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.128 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.113 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.49% |
| Volatility 6M: |
|
323.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
