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Soc. Generale Call 50 EBO 20.06.2.../  DE000SU10JR9  /

EUWAX
11/11/2024  09:29:15 Chg.+0.040 Bid14:57:59 Ask14:57:59 Underlying Strike price Expiration date Option type
0.630EUR +6.78% 0.610
Bid Size: 20,000		 0.620
Ask Size: 20,000		 ERSTE GROUP BNK INH.... 50.00 EUR 20/06/2025 Call
 

Master data

WKN: SU10JR
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 50.00 EUR
Maturity: 20/06/2025
Issue date: 09/11/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.36
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.35
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.35
Time value: 0.29
Break-even: 56.40
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.59%
Delta: 0.71
Theta: -0.01
Omega: 5.94
Rho: 0.19
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.00%
1 Month  
+57.50%
3 Months  
+90.91%
YTD  
+293.75%
1 Year  
+425.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.500
1M High / 1M Low: 0.660 0.370
6M High / 6M Low: 0.660 0.140
High (YTD): 06/11/2024 0.660
Low (YTD): 05/03/2024 0.130
52W High: 06/11/2024 0.660
52W Low: 14/11/2023 0.120
Avg. price 1W:   0.572
Avg. volume 1W:   0.000
Avg. price 1M:   0.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.381
Avg. volume 6M:   7.752
Avg. price 1Y:   0.290
Avg. volume 1Y:   3.953
Volatility 1M:   156.08%
Volatility 6M:   201.53%
Volatility 1Y:   157.32%
Volatility 3Y:   -