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

Frankfurt Zert./SG
02/10/2024  21:36:48 Chg.-0.160 Bid02/10/2024 Ask02/10/2024 Underlying Strike price Expiration date Option type
0.460EUR -25.81% 0.460
Bid Size: 6,600		 0.500
Ask Size: 6,600		 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: 20.45
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.41
Parity: -1.50
Time value: 0.66
Break-even: 15.66
Moneyness: 0.90
Premium: 0.16
Premium p.a.: 0.99
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.37
Theta: -0.01
Omega: 7.50
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.460
Previous Close: 0.620
Turnover: 2,500
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -46.51%
1 Month
  -51.58%
3 Months
  -9.80%
YTD
  -54.46%
1 Year
  -66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.460
1M High / 1M Low: 1.600 0.460
6M High / 6M Low: 2.670 0.430
High (YTD): 14/05/2024 2.670
Low (YTD): 02/07/2024 0.430
52W High: 14/05/2024 2.670
52W Low: 02/07/2024 0.430
Avg. price 1W:   0.716
Avg. volume 1W:   1,800
Avg. price 1M:   1.076
Avg. volume 1M:   545.455
Avg. price 6M:   1.227
Avg. volume 6M:   169.231
Avg. price 1Y:   1.108
Avg. volume 1Y:   85.938
Volatility 1M:   251.27%
Volatility 6M:   196.23%
Volatility 1Y:   182.75%
Volatility 3Y:   -