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

Frankfurt Zert./SG
2024-07-30  8:54:23 AM Chg.-0.020 Bid9:12:38 AM Ask9:12:38 AM Underlying Strike price Expiration date Option type
0.330EUR -5.71% 0.350
Bid Size: 30,000		 0.360
Ask Size: 30,000		 ERSTE GROUP BNK INH.... 48.00 EUR 2024-12-20 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: 2024-12-20
Issue date: 2023-11-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.26
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -0.03
Time value: 0.36
Break-even: 51.60
Moneyness: 0.99
Premium: 0.08
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.56
Theta: -0.01
Omega: 7.37
Rho: 0.09
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month  
+43.48%
3 Months  
+94.12%
YTD  
+240.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.350 0.290
1M High / 1M Low: 0.350 0.260
6M High / 6M Low: 0.350 0.060
High (YTD): 2024-07-29 0.350
Low (YTD): 2024-03-05 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.324
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   0.186
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.14%
Volatility 6M:   159.25%
Volatility 1Y:   -
Volatility 3Y:   -