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

EUWAX
11/4/2024  3:07:07 PM Chg.+0.090 Bid3:28:42 PM Ask3:28:42 PM Underlying Strike price Expiration date Option type
0.460EUR +24.32% 0.460
Bid Size: 6,600		 0.480
Ask Size: 6,600		 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: 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: 0.370
High: 0.480
Low: 0.370
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.33%
1 Month
  -17.86%
3 Months
  -34.29%
YTD
  -54.00%
1 Year
  -62.60%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.350
1M High / 1M Low: 0.640 0.350
6M High / 6M Low: 2.650 0.350
High (YTD): 5/14/2024 2.650
Low (YTD): 10/31/2024 0.350
52W High: 5/14/2024 2.650
52W Low: 10/31/2024 0.350
Avg. price 1W:   0.442
Avg. volume 1W:   0.000
Avg. price 1M:   0.480
Avg. volume 1M:   0.000
Avg. price 6M:   1.074
Avg. volume 6M:   0.000
Avg. price 1Y:   1.053
Avg. volume 1Y:   0.000
Volatility 1M:   188.16%
Volatility 6M:   201.39%
Volatility 1Y:   184.71%
Volatility 3Y:   -