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Soc. Generale Call 48 EBO 20.12.2.../  DE000SU2GSS0  /

Frankfurt Zert./SG
11/14/2024  4:59:28 PM Chg.+0.070 Bid5:08:07 PM Ask5:08:07 PM Underlying Strike price Expiration date Option type
0.510EUR +15.91% 0.520
Bid Size: 15,000		 0.530
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 48.00 EUR 12/20/2024 Call
 

Master data

WKN: SU2GSS
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 12/20/2024
Issue date: 11/20/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.04
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.39
Implied volatility: 0.34
Historic volatility: 0.20
Parity: 0.39
Time value: 0.08
Break-even: 52.70
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 2.17%
Delta: 0.79
Theta: -0.02
Omega: 8.75
Rho: 0.04
 

Quote data

Open: 0.450
High: 0.520
Low: 0.450
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.56%
1 Month  
+54.55%
3 Months  
+104.00%
YTD  
+425.77%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.440
1M High / 1M Low: 0.590 0.260
6M High / 6M Low: 0.590 0.150
High (YTD): 11/8/2024 0.590
Low (YTD): 3/5/2024 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.534
Avg. volume 1W:   0.000
Avg. price 1M:   0.394
Avg. volume 1M:   0.000
Avg. price 6M:   0.296
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   231.27%
Volatility 6M:   187.59%
Volatility 1Y:   -
Volatility 3Y:   -