Soc. Generale Call 15 NDX1 20.12.2024
/ DE000SV6DR86
Soc. Generale Call 15 NDX1 20.12..../ DE000SV6DR86 /
02/10/2024 18:09:39 |
Chg.-0.160 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.470EUR |
-25.40% |
- Bid Size: - |
- Ask Size: - |
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: |
0.610 |
High: |
0.610 |
Low: |
0.460 |
Previous Close: |
0.630 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-44.71% |
1 Month |
|
|
-51.55% |
3 Months |
|
|
-7.84% |
YTD |
|
|
-53.00% |
1 Year |
|
|
-65.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.860 |
0.470 |
1M High / 1M Low: |
1.560 |
0.470 |
6M High / 6M Low: |
2.650 |
0.430 |
High (YTD): |
14/05/2024 |
2.650 |
Low (YTD): |
02/07/2024 |
0.430 |
52W High: |
14/05/2024 |
2.650 |
52W Low: |
02/07/2024 |
0.430 |
Avg. price 1W: |
|
0.716 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.080 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.112 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
249.64% |
Volatility 6M: |
|
189.69% |
Volatility 1Y: |
|
180.69% |
Volatility 3Y: |
|
- |