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Soc. Generale Call 38 EBO 20.12.2.../  DE000SU10JG2  /

Frankfurt Zert./SG
2024-09-25  10:48:38 AM Chg.+0.010 Bid11:24:21 AM Ask11:24:21 AM Underlying Strike price Expiration date Option type
1.020EUR +0.99% 1.040
Bid Size: 15,000		 1.050
Ask Size: 15,000		 ERSTE GROUP BNK INH.... 38.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10JG
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 38.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.61
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.95
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 0.95
Time value: 0.08
Break-even: 48.30
Moneyness: 1.25
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.98%
Delta: 0.89
Theta: -0.01
Omega: 4.12
Rho: 0.08
 

Quote data

Open: 0.970
High: 1.020
Low: 0.970
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -4.67%
3 Months  
+30.77%
YTD  
+209.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.100 1.010
1M High / 1M Low: 1.240 0.970
6M High / 6M Low: 1.240 0.420
High (YTD): 2024-09-02 1.240
Low (YTD): 2024-03-05 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   1.046
Avg. volume 1W:   0.000
Avg. price 1M:   1.067
Avg. volume 1M:   0.000
Avg. price 6M:   0.855
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   84.62%
Volatility 6M:   92.87%
Volatility 1Y:   -
Volatility 3Y:   -