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Soc. Generale Call 55 NDAQ 20.09..../  DE000SV9LN04  /

Frankfurt Zert./SG
17/07/2024  21:40:55 Chg.-0.010 Bid21:58:54 Ask21:58:54 Underlying Strike price Expiration date Option type
0.850EUR -1.16% 0.860
Bid Size: 6,000		 0.870
Ask Size: 6,000		 Nasdaq Inc 55.00 USD 20/09/2024 Call
 

Master data

WKN: SV9LN0
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 20/09/2024
Issue date: 11/07/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.76
Implied volatility: 0.33
Historic volatility: 0.17
Parity: 0.76
Time value: 0.09
Break-even: 58.95
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.87
Theta: -0.02
Omega: 5.94
Rho: 0.07
 

Quote data

Open: 0.790
High: 0.850
Low: 0.790
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+19.72%
1 Month  
+49.12%
3 Months  
+8.97%
YTD  
+16.44%
1 Year  
+70.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.710
1M High / 1M Low: 0.860 0.560
6M High / 6M Low: 1.010 0.470
High (YTD): 09/04/2024 1.010
Low (YTD): 19/02/2024 0.470
52W High: 09/04/2024 1.010
52W Low: 01/11/2023 0.320
Avg. price 1W:   0.790
Avg. volume 1W:   0.000
Avg. price 1M:   0.648
Avg. volume 1M:   0.000
Avg. price 6M:   0.700
Avg. volume 6M:   0.000
Avg. price 1Y:   0.600
Avg. volume 1Y:   0.000
Volatility 1M:   95.61%
Volatility 6M:   104.45%
Volatility 1Y:   103.10%
Volatility 3Y:   -