OverviewChartNewsTraderScreen

Soc. Generale Call 40 EBO 20.12.2.../  DE000SV6DNS8  /

Frankfurt Zert./SG
2024-09-24  9:38:44 PM Chg.-0.020 Bid8:13:30 AM Ask8:13:30 AM Underlying Strike price Expiration date Option type
0.820EUR -2.38% 0.790
Bid Size: 5,000		 0.830
Ask Size: 5,000		 ERSTE GROUP BNK INH.... 40.00 EUR 2024-12-20 Call
 

Master data

WKN: SV6DNS
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.48
Leverage: Yes

Calculated values

Fair value: 0.81
Intrinsic value: 0.77
Implied volatility: 0.38
Historic volatility: 0.20
Parity: 0.77
Time value: 0.10
Break-even: 48.70
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.16%
Delta: 0.86
Theta: -0.01
Omega: 4.72
Rho: 0.08
 

Quote data

Open: 0.870
High: 0.870
Low: 0.820
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.53%
1 Month
  -8.89%
3 Months  
+28.13%
YTD  
+215.38%
1 Year  
+382.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.820
1M High / 1M Low: 1.050 0.800
6M High / 6M Low: 1.050 0.320
High (YTD): 2024-09-02 1.050
Low (YTD): 2024-03-05 0.210
52W High: 2024-09-02 1.050
52W Low: 2023-09-26 0.160
Avg. price 1W:   0.864
Avg. volume 1W:   0.000
Avg. price 1M:   0.890
Avg. volume 1M:   0.000
Avg. price 6M:   0.700
Avg. volume 6M:   0.000
Avg. price 1Y:   0.486
Avg. volume 1Y:   0.000
Volatility 1M:   91.86%
Volatility 6M:   103.04%
Volatility 1Y:   102.35%
Volatility 3Y:   -