Soc. Generale Call 55 NDAQ 20.09.2024
/ DE000SV9LN04
Soc. Generale Call 55 NDAQ 20.09..../ DE000SV9LN04 /
8/16/2024 9:41:54 PM |
Chg.-0.020 |
Bid9:59:42 PM |
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 |
9/20/2024 |
Call |
Master data
WKN: |
SV9LN0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
55.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/11/2023 |
Last trading day: |
9/19/2024 |
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): |
7/30/2024 |
1.420 |
Low (YTD): |
2/19/2024 |
0.470 |
52W High: |
7/30/2024 |
1.420 |
52W Low: |
11/1/2023 |
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: |
|
- |