OverviewChartNewsTraderScreen

Soc. Generale Call 15 NDX1 20.12..../  DE000SV6DR86  /

Frankfurt Zert./SG
04/11/2024  15:47:48 Chg.+0.090 Bid16:09:54 Ask16:09:54 Underlying Strike price Expiration date Option type
0.460EUR +24.32% 0.470
Bid Size: 6,400		 0.490
Ask Size: 6,400		 NORDEX SE O.N. 15.00 EUR 20/12/2024 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: 20/12/2024
Issue date: 16/05/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 33.13
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.40
Parity: -1.75
Time value: 0.40
Break-even: 15.40
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 2.30
Spread abs.: 0.02
Spread %: 5.26%
Delta: 0.29
Theta: -0.01
Omega: 9.53
Rho: 0.00
 

Quote data

Open: 0.380
High: 0.470
Low: 0.380
Previous Close: 0.370
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -17.86%
3 Months
  -32.35%
YTD
  -54.46%
1 Year
  -62.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.330
1M High / 1M Low: 0.630 0.330
6M High / 6M Low: 2.670 0.330
High (YTD): 14/05/2024 2.670
Low (YTD): 31/10/2024 0.330
52W High: 14/05/2024 2.670
52W Low: 31/10/2024 0.330
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.467
Avg. volume 1M:   0.000
Avg. price 6M:   1.066
Avg. volume 6M:   169.231
Avg. price 1Y:   1.047
Avg. volume 1Y:   86.614
Volatility 1M:   216.96%
Volatility 6M:   210.95%
Volatility 1Y:   188.98%
Volatility 3Y:   -