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Soc. Generale Call 30 EBO 20.12.2.../  DE000SV6EJ69  /

Frankfurt Zert./SG
2024-06-14  9:49:29 PM Chg.-0.140 Bid9:59:03 PM Ask9:59:03 PM Underlying Strike price Expiration date Option type
1.280EUR -9.86% 1.290
Bid Size: 5,000		 1.330
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 30.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6EJ6
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 30.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 1.26
Intrinsic value: 1.20
Implied volatility: 0.40
Historic volatility: 0.19
Parity: 1.20
Time value: 0.11
Break-even: 43.10
Moneyness: 1.40
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.77%
Delta: 0.92
Theta: -0.01
Omega: 2.94
Rho: 0.13
 

Quote data

Open: 1.400
High: 1.400
Low: 1.280
Previous Close: 1.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -18.99%
3 Months  
+40.66%
YTD  
+62.03%
1 Year  
+88.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.530 1.280
1M High / 1M Low: 1.740 1.280
6M High / 6M Low: 1.740 0.740
High (YTD): 2024-05-17 1.740
Low (YTD): 2024-03-05 0.760
52W High: 2024-05-17 1.740
52W Low: 2023-09-26 0.530
Avg. price 1W:   1.444
Avg. volume 1W:   0.000
Avg. price 1M:   1.564
Avg. volume 1M:   932.636
Avg. price 6M:   1.148
Avg. volume 6M:   165.468
Avg. price 1Y:   0.906
Avg. volume 1Y:   80.463
Volatility 1M:   77.96%
Volatility 6M:   66.47%
Volatility 1Y:   66.22%
Volatility 3Y:   -