Soc. Generale Call 15400 NDX.X 19.07.2024
/ DE000SU68QG5
Soc. Generale Call 15400 NDX.X 19.../ DE000SU68QG5 /
6/28/2024 9:43:33 PM |
Chg.-0.240 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
41.220EUR |
-0.58% |
40.490 Bid Size: 5,000 |
40.500 Ask Size: 5,000 |
NASDAQ 100 INDEX |
15,400.00 USD |
7/19/2024 |
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: |
7/19/2024 |
Issue date: |
1/22/2024 |
Last trading day: |
7/18/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
4.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
40.26 |
Intrinsic value: |
39.97 |
Implied volatility: |
0.67 |
Historic volatility: |
0.14 |
Parity: |
39.97 |
Time value: |
0.90 |
Break-even: |
18,460.78 |
Moneyness: |
1.28 |
Premium: |
0.00 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.02% |
Delta: |
0.95 |
Theta: |
-8.51 |
Omega: |
4.28 |
Rho: |
7.34 |
Quote data
Open: |
42.360 |
High: |
42.470 |
Low: |
41.220 |
Previous Close: |
41.460 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+0.07% |
1 Month |
|
|
+36.40% |
3 Months |
|
|
+39.97% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
41.460 |
39.320 |
1M High / 1M Low: |
43.240 |
28.660 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
40.758 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
37.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |