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: |
|
- |