Soc. Generale Call 11 NDX1 20.12.2024
/ DE000SU5TL95
Soc. Generale Call 11 NDX1 20.12..../ DE000SU5TL95 /
| 31/10/2024 21:39:38 |
Chg.-0.130 |
Bid21:56:39 |
Ask21:56:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.560EUR |
-4.83% |
2.570
Bid Size: 1,200 |
2.680
Ask Size: 1,200 |
NORDEX SE O.N. |
11.00 EUR |
20/12/2024 |
Call |
Master data
| WKN: |
SU5TL9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NORDEX SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 EUR |
| Maturity: |
20/12/2024 |
| Issue date: |
14/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.40 |
| Parity: |
2.15 |
| Time value: |
0.61 |
| Break-even: |
13.76 |
| Moneyness: |
1.20 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.05 |
| Spread %: |
1.85% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
3.72 |
| Rho: |
0.01 |
Quote data
| Open: |
2.600 |
| High: |
2.740 |
| Low: |
2.560 |
| Previous Close: |
2.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.47% |
| 1 Month |
|
|
-27.48% |
| 3 Months |
|
|
-34.36% |
| YTD |
|
|
+11.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.350 |
2.690 |
| 1M High / 1M Low: |
3.530 |
2.510 |
| 6M High / 6M Low: |
5.360 |
2.190 |
| High (YTD): |
14/05/2024 |
5.360 |
| Low (YTD): |
22/01/2024 |
1.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.933 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.27% |
| Volatility 6M: |
|
110.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
