OverviewChartNewsTraderScreen

Soc. Generale Call 58 NDAQ 20.09..../  DE000SW1YZY6  /

Frankfurt Zert./SG
16/08/2024  11:41:29 Chg.+0.070 Bid21:58:05 Ask- Underlying Strike price Expiration date Option type
1.000EUR +7.53% 1.100
Bid Size: 6,000		 -
Ask Size: -		 Nasdaq Inc 58.00 USD 20/09/2024 Call
 

Master data

WKN: SW1YZY
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.76
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 1.07
Implied volatility: 0.35
Historic volatility: 0.18
Parity: 1.07
Time value: 0.03
Break-even: 63.59
Moneyness: 1.20
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 5.56
Rho: 0.05
 

Quote data

Open: 1.000
High: 1.000
Low: 1.000
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.09%
1 Month  
+63.93%
3 Months  
+51.52%
YTD  
+78.57%
1 Year  
+122.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.910
1M High / 1M Low: 1.120 0.550
6M High / 6M Low: 1.120 0.340
High (YTD): 30/07/2024 1.120
Low (YTD): 19/02/2024 0.340
52W High: 30/07/2024 1.120
52W Low: 01/11/2023 0.240
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.839
Avg. volume 1M:   0.000
Avg. price 6M:   0.581
Avg. volume 6M:   0.000
Avg. price 1Y:   0.492
Avg. volume 1Y:   0.000
Volatility 1M:   273.13%
Volatility 6M:   160.82%
Volatility 1Y:   139.80%
Volatility 3Y:   -