Soc. Generale Call 16 NDX1 20.09.2024
/ DE000SW1ZS90
Soc. Generale Call 16 NDX1 20.09..../ DE000SW1ZS90 /
23/08/2024 21:48:55 |
Chg.0.000 |
Bid23/08/2024 |
Ask23/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
0.00% |
0.170 Bid Size: 10,000 |
0.190 Ask Size: 10,000 |
NORDEX SE O.N. |
16.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW1ZS9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
08/08/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
72.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.42 |
Parity: |
-2.16 |
Time value: |
0.19 |
Break-even: |
16.19 |
Moneyness: |
0.87 |
Premium: |
0.17 |
Premium p.a.: |
7.33 |
Spread abs.: |
0.02 |
Spread %: |
11.76% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
13.40 |
Rho: |
0.00 |
Quote data
Open: |
0.160 |
High: |
0.180 |
Low: |
0.160 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-32.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-84.55% |
YTD |
|
|
-67.92% |
1 Year |
|
|
-85.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.220 |
0.170 |
1M High / 1M Low: |
0.450 |
0.170 |
6M High / 6M Low: |
1.700 |
0.170 |
High (YTD): |
14/05/2024 |
1.700 |
Low (YTD): |
23/08/2024 |
0.170 |
52W High: |
14/05/2024 |
1.700 |
52W Low: |
23/08/2024 |
0.170 |
Avg. price 1W: |
|
0.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.277 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.620 |
Avg. volume 6M: |
|
5.512 |
Avg. price 1Y: |
|
0.639 |
Avg. volume 1Y: |
|
2.745 |
Volatility 1M: |
|
327.79% |
Volatility 6M: |
|
210.95% |
Volatility 1Y: |
|
186.71% |
Volatility 3Y: |
|
- |