OverviewChartNewsTraderScreen

Soc. Generale Call 48 EBO 20.09.2.../  DE000SU2GSQ4  /

Frankfurt Zert./SG
2024-07-31  11:10:03 AM Chg.-0.010 Bid11:22:47 AM Ask11:22:47 AM Underlying Strike price Expiration date Option type
0.210EUR -4.55% 0.210
Bid Size: 30,000		 0.220
Ask Size: 30,000		 ERSTE GROUP BNK INH.... 48.00 EUR 2024-09-20 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: 2024-09-20
Issue date: 2023-11-20
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 21.98
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.04
Implied volatility: 0.26
Historic volatility: 0.19
Parity: 0.04
Time value: 0.18
Break-even: 50.20
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 4.76%
Delta: 0.57
Theta: -0.02
Omega: 12.53
Rho: 0.04
 

Quote data

Open: 0.240
High: 0.240
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+40.00%
1 Month  
+75.00%
3 Months  
+138.64%
YTD  
+244.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.150
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 0.220 0.029
High (YTD): 2024-07-30 0.220
Low (YTD): 2024-03-12 0.029
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.102
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.28%
Volatility 6M:   207.55%
Volatility 1Y:   -
Volatility 3Y:   -