Soc. Generale Call 58 EBO 20.12.2.../  DE000SY0N8H9  /

EUWAX
30/07/2024  08:42:11 Chg.-0.003 Bid14:30:13 Ask14:30:13 Underlying Strike price Expiration date Option type
0.050EUR -5.66% 0.060
Bid Size: 50,000
0.070
Ask Size: 50,000
ERSTE GROUP BNK INH.... 58.00 EUR 20/12/2024 Call
 

Master data

WKN: SY0N8H
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 20/12/2024
Issue date: 22/05/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 75.92
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -1.02
Time value: 0.06
Break-even: 58.63
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 18.87%
Delta: 0.16
Theta: -0.01
Omega: 12.25
Rho: 0.03
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.053
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.38%
1 Month  
+21.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.053 0.039
1M High / 1M Low: 0.067 0.036
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -