Soc. Generale Call 34 EBO 21.06.2024
/ DE000SV49AF9
Soc. Generale Call 34 EBO 21.06.2.../ DE000SV49AF9 /
2024-06-14 12:15:52 PM |
Chg.-0.100 |
Bid9:58:22 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-10.64% |
- Bid Size: - |
- Ask Size: - |
ERSTE GROUP BNK INH.... |
34.00 - |
2024-06-21 |
Call |
Master data
WKN: |
SV49AF |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
34.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-05-11 |
Last trading day: |
2024-06-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.19 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.80 |
Implied volatility: |
0.91 |
Historic volatility: |
0.19 |
Parity: |
0.80 |
Time value: |
0.01 |
Break-even: |
42.10 |
Moneyness: |
1.24 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.03 |
Omega: |
5.03 |
Rho: |
0.01 |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.840 |
Previous Close: |
0.940 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-37.31% |
3 Months |
|
|
+55.56% |
YTD |
|
|
+86.67% |
1 Year |
|
|
+110.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.050 |
0.840 |
1M High / 1M Low: |
1.340 |
0.840 |
6M High / 6M Low: |
1.340 |
0.400 |
High (YTD): |
2024-05-17 |
1.340 |
Low (YTD): |
2024-03-05 |
0.400 |
52W High: |
2024-05-17 |
1.340 |
52W Low: |
2023-09-26 |
0.240 |
Avg. price 1W: |
|
0.972 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.108 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.758 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.559 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
104.86% |
Volatility 6M: |
|
99.22% |
Volatility 1Y: |
|
100.35% |
Volatility 3Y: |
|
- |