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

Frankfurt Zert./SG
21/06/2024  21:37:04 Chg.-0.070 Bid21:59:37 Ask21:59:37 Underlying Strike price Expiration date Option type
0.590EUR -10.61% 0.590
Bid Size: 7,000		 0.610
Ask Size: 7,000		 ERSTE GROUP BNK INH.... 40.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.24
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.34
Implied volatility: 0.31
Historic volatility: 0.19
Parity: 0.34
Time value: 0.26
Break-even: 46.00
Moneyness: 1.09
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.71
Theta: -0.01
Omega: 5.17
Rho: 0.12
 

Quote data

Open: 0.660
High: 0.660
Low: 0.590
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+18.00%
1 Month
  -14.49%
3 Months  
+78.79%
YTD  
+126.92%
1 Year  
+136.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.590
1M High / 1M Low: 0.740 0.500
6M High / 6M Low: 0.760 0.210
High (YTD): 21/05/2024 0.760
Low (YTD): 05/03/2024 0.210
52W High: 21/05/2024 0.760
52W Low: 26/09/2023 0.160
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.669
Avg. volume 1M:   0.000
Avg. price 6M:   0.444
Avg. volume 6M:   0.000
Avg. price 1Y:   0.344
Avg. volume 1Y:   0.000
Volatility 1M:   134.23%
Volatility 6M:   106.72%
Volatility 1Y:   100.97%
Volatility 3Y:   -