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Soc. Generale Call 44 EBO 20.12.2.../  DE000SU10JJ6  /

Frankfurt Zert./SG
2024-05-24  9:45:42 PM Chg.+0.030 Bid2024-05-24 Ask2024-05-24 Underlying Strike price Expiration date Option type
0.460EUR +6.98% 0.460
Bid Size: 8,000		 0.480
Ask Size: 8,000		 ERSTE GROUP BNK INH.... 44.00 EUR 2024-12-20 Call
 

Master data

WKN: SU10JJ
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.73
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.32
Implied volatility: 0.11
Historic volatility: 0.17
Parity: 0.32
Time value: 0.12
Break-even: 48.40
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.88
Theta: -0.01
Omega: 9.39
Rho: 0.21
 

Quote data

Open: 0.440
High: 0.460
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month  
+39.39%
3 Months  
+142.11%
YTD  
+187.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.480 0.300
6M High / 6M Low: 0.480 0.110
High (YTD): 2024-05-17 0.480
Low (YTD): 2024-03-05 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.460
Avg. volume 1W:   0.000
Avg. price 1M:   0.383
Avg. volume 1M:   0.000
Avg. price 6M:   0.226
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   122.67%
Volatility 6M:   122.11%
Volatility 1Y:   -
Volatility 3Y:   -