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

Frankfurt Zert./SG
16/08/2024  21:41:54 Chg.-0.020 Bid21:59:42 Ask- Underlying Strike price Expiration date Option type
1.360EUR -1.45% 1.370
Bid Size: 6,000		 -
Ask Size: -		 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: 4.62
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.34
Implied volatility: 0.42
Historic volatility: 0.18
Parity: 1.34
Time value: 0.03
Break-even: 63.57
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 4.50
Rho: 0.04
 

Quote data

Open: 1.220
High: 1.360
Low: 1.220
Previous Close: 1.380
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.48%
1 Month  
+60.00%
3 Months  
+56.32%
YTD  
+86.30%
1 Year  
+142.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.380 1.220
1M High / 1M Low: 1.420 0.780
6M High / 6M Low: 1.420 0.470
High (YTD): 30/07/2024 1.420
Low (YTD): 19/02/2024 0.470
52W High: 30/07/2024 1.420
52W Low: 01/11/2023 0.320
Avg. price 1W:   1.312
Avg. volume 1W:   0.000
Avg. price 1M:   1.111
Avg. volume 1M:   0.000
Avg. price 6M:   0.787
Avg. volume 6M:   0.000
Avg. price 1Y:   0.657
Avg. volume 1Y:   0.000
Volatility 1M:   214.76%
Volatility 6M:   130.73%
Volatility 1Y:   118.07%
Volatility 3Y:   -