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Soc. Generale Call 36 EBO 21.06.2.../  DE000SV49AG7  /

EUWAX
2024-06-07  9:27:03 AM Chg.+0.070 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.920EUR +8.24% -
Bid Size: -		 -
Ask Size: -		 ERSTE GROUP BNK INH.... 36.00 EUR 2024-06-21 Call
 

Master data

WKN: SV49AG
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.99
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.89
Implied volatility: 0.55
Historic volatility: 0.18
Parity: 0.89
Time value: 0.01
Break-even: 45.00
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 1.12%
Delta: 0.99
Theta: -0.01
Omega: 4.92
Rho: 0.01
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.15%
1 Month
  -4.17%
3 Months  
+187.50%
YTD  
+170.59%
1 Year  
+187.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.840
1M High / 1M Low: 1.150 0.830
6M High / 6M Low: 1.150 0.270
High (YTD): 2024-05-21 1.150
Low (YTD): 2024-03-05 0.280
52W High: 2024-05-21 1.150
52W Low: 2023-09-26 0.170
Avg. price 1W:   0.902
Avg. volume 1W:   0.000
Avg. price 1M:   0.966
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   0.000
Avg. price 1Y:   0.427
Avg. volume 1Y:   0.000
Volatility 1M:   106.94%
Volatility 6M:   111.78%
Volatility 1Y:   107.80%
Volatility 3Y:   -