Soc. Generale Call 15 NDX1 20.12.2024
/ DE000SV6DR86
Soc. Generale Call 15 NDX1 20.12..../ DE000SV6DR86 /
8/26/2024 8:58:08 AM |
Chg.+0.010 |
Bid9:12:02 AM |
Ask9:12:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
+1.11% |
0.920 Bid Size: 5,000 |
0.950 Ask Size: 5,000 |
NORDEX SE O.N. |
15.00 EUR |
12/20/2024 |
Call |
Master data
WKN: |
SV6DR8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
12/20/2024 |
Issue date: |
5/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
14.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.92 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.42 |
Parity: |
-1.16 |
Time value: |
0.94 |
Break-even: |
15.94 |
Moneyness: |
0.92 |
Premium: |
0.15 |
Premium p.a.: |
0.55 |
Spread abs.: |
0.03 |
Spread %: |
3.30% |
Delta: |
0.43 |
Theta: |
-0.01 |
Omega: |
6.40 |
Rho: |
0.02 |
Quote data
Open: |
0.910 |
High: |
0.910 |
Low: |
0.910 |
Previous Close: |
0.900 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.11% |
1 Month |
|
|
-27.78% |
3 Months |
|
|
-53.81% |
YTD |
|
|
-9.90% |
1 Year |
|
|
-51.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.850 |
1M High / 1M Low: |
1.260 |
0.630 |
6M High / 6M Low: |
2.670 |
0.430 |
High (YTD): |
5/14/2024 |
2.670 |
Low (YTD): |
7/2/2024 |
0.430 |
52W High: |
5/14/2024 |
2.670 |
52W Low: |
7/2/2024 |
0.430 |
Avg. price 1W: |
|
0.876 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.922 |
Avg. volume 1M: |
|
476.190 |
Avg. price 6M: |
|
1.245 |
Avg. volume 6M: |
|
78.740 |
Avg. price 1Y: |
|
1.179 |
Avg. volume 1Y: |
|
39.370 |
Volatility 1M: |
|
194.66% |
Volatility 6M: |
|
196.28% |
Volatility 1Y: |
|
172.75% |
Volatility 3Y: |
|
- |