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

EUWAX
20/06/2024  08:21:47 Chg.-0.03 Bid11:02:38 Ask11:02:38 Underlying Strike price Expiration date Option type
1.44EUR -2.04% 1.44
Bid Size: 15,000		 1.45
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 30.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 1.37
Implied volatility: 0.39
Historic volatility: 0.19
Parity: 1.37
Time value: 0.09
Break-even: 44.60
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.69%
Delta: 0.94
Theta: -0.01
Omega: 2.82
Rho: 0.13
 

Quote data

Open: 1.44
High: 1.44
Low: 1.44
Previous Close: 1.47
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.88%
1 Month
  -19.55%
3 Months  
+53.19%
YTD  
+80.00%
1 Year  
+121.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 1.30
1M High / 1M Low: 1.79 1.30
6M High / 6M Low: 1.79 0.75
High (YTD): 20/05/2024 1.79
Low (YTD): 11/03/2024 0.77
52W High: 20/05/2024 1.79
52W Low: 27/09/2023 0.52
Avg. price 1W:   1.43
Avg. volume 1W:   0.00
Avg. price 1M:   1.56
Avg. volume 1M:   0.00
Avg. price 6M:   1.16
Avg. volume 6M:   0.00
Avg. price 1Y:   0.91
Avg. volume 1Y:   0.00
Volatility 1M:   71.19%
Volatility 6M:   72.30%
Volatility 1Y:   69.67%
Volatility 3Y:   -