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Soc. Generale Call 36 EBO 20.12.2.../  DE000SU10JF4  /

EUWAX
2024-06-14  9:53:13 AM Chg.- Bid8:22:27 AM Ask8:22:27 AM Underlying Strike price Expiration date Option type
0.850EUR - 0.810
Bid Size: 6,000		 0.840
Ask Size: 6,000		 ERSTE GROUP BNK INH.... 36.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10JF
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.25
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.60
Implied volatility: 0.34
Historic volatility: 0.19
Parity: 0.60
Time value: 0.20
Break-even: 44.00
Moneyness: 1.17
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.27%
Delta: 0.80
Theta: -0.01
Omega: 4.19
Rho: 0.13
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 1.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.14%
1 Month
  -19.05%
3 Months  
+107.32%
YTD  
+102.38%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.850
1M High / 1M Low: 1.240 0.850
6M High / 6M Low: 1.240 0.380
High (YTD): 2024-05-20 1.240
Low (YTD): 2024-03-06 0.380
52W High: - -
52W Low: - -
Avg. price 1W:   0.974
Avg. volume 1W:   0.000
Avg. price 1M:   1.041
Avg. volume 1M:   0.000
Avg. price 6M:   0.674
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.36%
Volatility 6M:   91.62%
Volatility 1Y:   -
Volatility 3Y:   -