OverviewChartNewsTraderScreen

Soc. Generale Call 40 EBO 20.06.2.../  DE000SU10JP3  /

Frankfurt Zert./SG
2024-06-21  9:46:25 PM Chg.-0.070 Bid9:58:47 PM Ask9:58:47 PM Underlying Strike price Expiration date Option type
0.730EUR -8.75% 0.730
Bid Size: 7,000		 0.750
Ask Size: 7,000		 ERSTE GROUP BNK INH.... 40.00 EUR 2025-06-20 Call
 

Master data

WKN: SU10JP
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2025-06-20
Issue date: 2023-11-09
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.87
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.34
Implied volatility: 0.28
Historic volatility: 0.19
Parity: 0.34
Time value: 0.40
Break-even: 47.40
Moneyness: 1.09
Premium: 0.09
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.37%
Delta: 0.71
Theta: -0.01
Omega: 4.17
Rho: 0.23
 

Quote data

Open: 0.800
High: 0.800
Low: 0.730
Previous Close: 0.800
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+14.06%
1 Month
  -12.05%
3 Months  
+52.08%
YTD  
+102.78%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.730
1M High / 1M Low: 0.880 0.640
6M High / 6M Low: 0.880 0.340
High (YTD): 2024-05-24 0.880
Low (YTD): 2024-03-05 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.750
Avg. volume 1W:   0.000
Avg. price 1M:   0.806
Avg. volume 1M:   0.000
Avg. price 6M:   0.573
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   105.59%
Volatility 6M:   82.09%
Volatility 1Y:   -
Volatility 3Y:   -