Soc. Generale Call 320 NFLX 21.03.2025
/ DE000SV6GNH4
Soc. Generale Call 320 NFLX 21.03.../ DE000SV6GNH4 /
08/10/2024 09:51:03 |
Chg.+0.100 |
Bid10:57:51 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
35.540EUR |
+0.28% |
35.640 Bid Size: 1,000 |
- Ask Size: - |
Netflix Inc |
320.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SV6GNH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Netflix Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
17/05/2023 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
35.23 |
Intrinsic value: |
34.80 |
Implied volatility: |
0.70 |
Historic volatility: |
0.29 |
Parity: |
34.80 |
Time value: |
0.79 |
Break-even: |
647.49 |
Moneyness: |
2.19 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.08 |
Omega: |
1.75 |
Rho: |
1.20 |
Quote data
Open: |
35.490 |
High: |
35.580 |
Low: |
35.490 |
Previous Close: |
35.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.20% |
1 Month |
|
|
+9.89% |
3 Months |
|
|
+0.74% |
YTD |
|
|
+89.95% |
1 Year |
|
|
+198.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
37.170 |
35.440 |
1M High / 1M Low: |
37.170 |
33.080 |
6M High / 6M Low: |
37.170 |
24.110 |
High (YTD): |
04/10/2024 |
37.170 |
Low (YTD): |
02/01/2024 |
16.860 |
52W High: |
04/10/2024 |
37.170 |
52W Low: |
18/10/2023 |
9.100 |
Avg. price 1W: |
|
36.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
35.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
31.837 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
26.498 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
38.75% |
Volatility 6M: |
|
52.40% |
Volatility 1Y: |
|
73.04% |
Volatility 3Y: |
|
- |