Soc. Generale Call 58 NDAQ 20.09.2024
/ DE000SW1YZY6
Soc. Generale Call 58 NDAQ 20.09..../ DE000SW1YZY6 /
| 7/17/2024 9:39:22 PM |
Chg.-0.020 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
-3.17% |
0.620
Bid Size: 6,000 |
0.630
Ask Size: 6,000 |
Nasdaq Inc |
58.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW1YZY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Nasdaq Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
8/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.13 |
| Break-even: |
59.40 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.78 |
| Theta: |
-0.02 |
| Omega: |
7.34 |
| Rho: |
0.07 |
Quote data
| Open: |
0.570 |
| High: |
0.610 |
| Low: |
0.560 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.08% |
| 1 Month |
|
|
+64.86% |
| 3 Months |
|
|
+3.39% |
| YTD |
|
|
+8.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.480 |
| 1M High / 1M Low: |
0.630 |
0.360 |
| 6M High / 6M Low: |
0.800 |
0.340 |
| High (YTD): |
4/11/2024 |
0.800 |
| Low (YTD): |
2/19/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.562 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.514 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.70% |
| Volatility 6M: |
|
124.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
