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

EUWAX
9/5/2024  8:47:37 AM Chg.+0.003 Bid6:47:39 PM Ask6:47:39 PM Underlying Strike price Expiration date Option type
0.032EUR +10.34% 0.035
Bid Size: 15,000
0.045
Ask Size: 15,000
ERSTE GROUP BNK INH.... 58.00 EUR 12/20/2024 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: 12/20/2024
Issue date: 5/22/2024
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 109.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.20
Parity: -0.96
Time value: 0.04
Break-even: 58.44
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.92
Spread abs.: 0.01
Spread %: 29.41%
Delta: 0.13
Theta: -0.01
Omega: 14.63
Rho: 0.02
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.029
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month  
+433.33%
3 Months
  -11.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.029
1M High / 1M Low: 0.058 0.006
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.047
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,331.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -