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Soc. Generale Call 32 EBO 20.12.2.../  DE000SU13PM1  /

Frankfurt Zert./SG
2024-09-24  9:37:14 PM Chg.-0.010 Bid9:48:14 PM Ask9:48:14 PM Underlying Strike price Expiration date Option type
1.580EUR -0.63% 1.580
Bid Size: 4,000		 1.620
Ask Size: 4,000		 ERSTE GROUP BNK INH.... 32.00 EUR 2024-12-20 Call
 

Master data

WKN: SU13PM
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-13
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.91
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.57
Implied volatility: 0.61
Historic volatility: 0.20
Parity: 1.57
Time value: 0.07
Break-even: 48.40
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.02
Spread %: 1.23%
Delta: 0.94
Theta: -0.01
Omega: 2.72
Rho: 0.07
 

Quote data

Open: 1.610
High: 1.610
Low: 1.570
Previous Close: 1.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.60%
1 Month
  -3.07%
3 Months  
+25.40%
YTD  
+139.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.670 1.540
1M High / 1M Low: 1.800 1.540
6M High / 6M Low: 1.800 0.840
High (YTD): 2024-09-02 1.800
Low (YTD): 2024-03-05 0.610
52W High: - -
52W Low: - -
Avg. price 1W:   1.608
Avg. volume 1W:   0.000
Avg. price 1M:   1.634
Avg. volume 1M:   0.000
Avg. price 6M:   1.382
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   59.32%
Volatility 6M:   67.39%
Volatility 1Y:   -
Volatility 3Y:   -