Soc. Generale Call 15400 NDX.X 19.07.2024
/ DE000SU68QG5
Soc. Generale Call 15400 NDX.X 19.../ DE000SU68QG5 /
| 09/07/2024 21:45:07 |
Chg.+0.340 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 46.950EUR |
+0.73% |
47.030
Bid Size: 5,000 |
47.050
Ask Size: 5,000 |
NASDAQ 100 INDEX |
15,400.00 USD |
19/07/2024 |
Call |
Master data
| WKN: |
SU68QG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15,400.00 USD |
| Maturity: |
19/07/2024 |
| Issue date: |
22/01/2024 |
| Last trading day: |
18/07/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
46.67 |
| Intrinsic value: |
46.53 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.14 |
| Parity: |
46.53 |
| Time value: |
0.54 |
| Break-even: |
18,925.84 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.02% |
| Delta: |
0.97 |
| Theta: |
-12.15 |
| Omega: |
3.88 |
| Rho: |
3.72 |
Quote data
| Open: |
47.380 |
| High: |
47.590 |
| Low: |
46.840 |
| Previous Close: |
46.610 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.06% |
| 1 Month |
|
|
+36.48% |
| 3 Months |
|
|
+67.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
46.610 |
43.050 |
| 1M High / 1M Low: |
46.610 |
35.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
45.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
41.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
