Soc. Generale Call 40 EBO 21.06.2024
/ DE000SQ71RB6
Soc. Generale Call 40 EBO 21.06.2.../ DE000SQ71RB6 /
2024-05-24 9:51:06 PM |
Chg.+0.030 |
Bid2024-05-24 |
Ask2024-05-24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.680EUR |
+4.62% |
0.680 Bid Size: 5,000 |
0.730 Ask Size: 5,000 |
ERSTE GROUP BNK INH.... |
40.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
SQ71RB |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ERSTE GROUP BNK INH. O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-17 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.72 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.34 |
Historic volatility: |
0.17 |
Parity: |
0.71 |
Time value: |
0.02 |
Break-even: |
47.30 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
1.39% |
Delta: |
0.97 |
Theta: |
-0.01 |
Omega: |
6.25 |
Rho: |
0.03 |
Quote data
Open: |
0.630 |
High: |
0.680 |
Low: |
0.630 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.11% |
1 Month |
|
|
+47.83% |
3 Months |
|
|
+223.81% |
YTD |
|
|
+300.00% |
1 Year |
|
|
+257.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.730 |
0.650 |
1M High / 1M Low: |
0.740 |
0.400 |
6M High / 6M Low: |
0.740 |
0.099 |
High (YTD): |
2024-05-17 |
0.740 |
Low (YTD): |
2024-03-05 |
0.099 |
52W High: |
2024-05-17 |
0.740 |
52W Low: |
2023-10-23 |
0.089 |
Avg. price 1W: |
|
0.692 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.564 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.275 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.215 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
159.59% |
Volatility 6M: |
|
156.39% |
Volatility 1Y: |
|
138.89% |
Volatility 3Y: |
|
- |