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Soc. Generale Call 40 EBO 21.06.2.../  DE000SQ71RB6  /

EUWAX
2024-05-31  12:46:31 PM Chg.+0.100 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.530EUR +23.26% -
Bid Size: -		 -
Ask Size: -		 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: 8.05
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.51
Implied volatility: 0.52
Historic volatility: 0.18
Parity: 0.51
Time value: 0.05
Break-even: 45.60
Moneyness: 1.13
Premium: 0.01
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 1.82%
Delta: 0.86
Theta: -0.03
Omega: 6.91
Rho: 0.02
 

Quote data

Open: 0.470
High: 0.530
Low: 0.470
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.87%
1 Month  
+43.24%
3 Months  
+381.82%
YTD  
+231.25%
1 Year  
+178.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.430
1M High / 1M Low: 0.740 0.400
6M High / 6M Low: 0.740 0.100
High (YTD): 2024-05-20 0.740
Low (YTD): 2024-03-14 0.100
52W High: 2024-05-20 0.740
52W Low: 2023-10-20 0.088
Avg. price 1W:   0.488
Avg. volume 1W:   0.000
Avg. price 1M:   0.556
Avg. volume 1M:   0.000
Avg. price 6M:   0.283
Avg. volume 6M:   0.000
Avg. price 1Y:   0.219
Avg. volume 1Y:   0.000
Volatility 1M:   214.11%
Volatility 6M:   177.55%
Volatility 1Y:   152.83%
Volatility 3Y:   -