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Soc. Generale Call 46 EBO 20.12.2.../  DE000SU2GSR2  /

Frankfurt Zert./SG
2024-09-25  9:52:11 AM Chg.-0.010 Bid10:55:27 AM Ask10:55:27 AM Underlying Strike price Expiration date Option type
0.340EUR -2.86% 0.350
Bid Size: 25,000		 0.360
Ask Size: 25,000		 ERSTE GROUP BNK INH.... 46.00 EUR 2024-12-20 Call
 

Master data

WKN: SU2GSR
Issuer: Société Générale
Currency: EUR
Underlying: ERSTE GROUP BNK INH. O.N.
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 2024-12-20
Issue date: 2023-11-20
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.83
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.15
Implied volatility: 0.30
Historic volatility: 0.20
Parity: 0.15
Time value: 0.22
Break-even: 49.70
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.63
Theta: -0.02
Omega: 8.14
Rho: 0.06
 

Quote data

Open: 0.320
High: 0.340
Low: 0.320
Previous Close: 0.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.53%
1 Month
  -22.73%
3 Months  
+13.33%
YTD  
+183.33%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.350
1M High / 1M Low: 0.550 0.350
6M High / 6M Low: 0.550 0.140
High (YTD): 2024-09-02 0.550
Low (YTD): 2024-03-05 0.082
52W High: - -
52W Low: - -
Avg. price 1W:   0.390
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.63%
Volatility 6M:   147.01%
Volatility 1Y:   -
Volatility 3Y:   -