OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
2024-09-24  9:45:24 PM Chg.-0.010 Bid9:47:49 PM Ask9:47:49 PM Underlying Strike price Expiration date Option type
1.010EUR -0.98% 1.010
Bid Size: 5,000		 1.040
Ask Size: 5,000		 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: 4.50
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.97
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 0.97
Time value: 0.09
Break-even: 48.60
Moneyness: 1.26
Premium: 0.02
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.95%
Delta: 0.89
Theta: -0.01
Omega: 4.00
Rho: 0.08
 

Quote data

Open: 1.050
High: 1.050
Low: 1.000
Previous Close: 1.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.98%
1 Month
  -5.61%
3 Months  
+29.49%
YTD  
+206.06%
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:   -