Soc. Generale Call 58 NDAQ 20.09.2024
/ DE000SW1YZY6
Soc. Generale Call 58 NDAQ 20.09..../ DE000SW1YZY6 /
2024-08-16 11:41:29 AM |
Chg.+0.070 |
Bid9:58:05 PM |
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 |
2024-09-20 |
Call |
Master data
WKN: |
SW1YZY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-07 |
Last trading day: |
2024-09-19 |
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): |
2024-07-30 |
1.120 |
Low (YTD): |
2024-02-19 |
0.340 |
52W High: |
2024-07-30 |
1.120 |
52W Low: |
2023-11-01 |
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: |
|
- |