Soc. Generale Call 34 EBO 21.06.2024
/ DE000SV49AF9
Soc. Generale Call 34 EBO 21.06.2.../ DE000SV49AF9 /
| 6/14/2024 9:26:47 AM |
Chg.- |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ERSTE GROUP BNK INH.... |
34.00 - |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
5/11/2023 |
| Last trading day: |
6/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
0.97 |
| Time value: |
-0.16 |
| Break-even: |
42.10 |
| Moneyness: |
1.29 |
| Premium: |
-0.04 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-34.07% |
| 3 Months |
|
|
+43.55% |
| YTD |
|
|
+93.48% |
| 1 Year |
|
|
+140.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.890 |
| 1M High / 1M Low: |
1.350 |
0.890 |
| 6M High / 6M Low: |
1.350 |
0.410 |
| High (YTD): |
5/21/2024 |
1.350 |
| Low (YTD): |
3/5/2024 |
0.410 |
| 52W High: |
5/21/2024 |
1.350 |
| 52W Low: |
9/26/2023 |
0.240 |
| Avg. price 1W: |
|
0.890 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.774 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.564 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
105.53% |
| Volatility 6M: |
|
92.79% |
| Volatility 1Y: |
|
97.17% |
| Volatility 3Y: |
|
- |
