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Soc. Generale Call 62 NDAQ 17.01..../  DE000SV74Y71  /

Frankfurt Zert./SG
27/09/2024  14:39:04 Chg.-0.020 Bid15:17:44 Ask15:17:44 Underlying Strike price Expiration date Option type
1.090EUR -1.80% 1.090
Bid Size: 5,000		 1.200
Ask Size: 5,000		 Nasdaq Inc 62.00 USD 17/01/2025 Call
 

Master data

WKN: SV74Y7
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 62.00 USD
Maturity: 17/01/2025
Issue date: 30/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.85
Leverage: Yes

Calculated values

Fair value: 1.01
Intrinsic value: 0.94
Implied volatility: 0.33
Historic volatility: 0.18
Parity: 0.94
Time value: 0.17
Break-even: 66.57
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.91%
Delta: 0.84
Theta: -0.02
Omega: 4.92
Rho: 0.13
 

Quote data

Open: 1.050
High: 1.100
Low: 1.050
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.49%
1 Month  
+9.00%
3 Months  
+159.52%
YTD  
+101.85%
1 Year  
+240.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 1.110
1M High / 1M Low: 1.260 1.000
6M High / 6M Low: 1.260 0.360
High (YTD): 20/09/2024 1.260
Low (YTD): 19/02/2024 0.340
52W High: 20/09/2024 1.260
52W Low: 01/11/2023 0.270
Avg. price 1W:   1.182
Avg. volume 1W:   0.000
Avg. price 1M:   1.126
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   0.555
Avg. volume 1Y:   0.000
Volatility 1M:   83.15%
Volatility 6M:   134.94%
Volatility 1Y:   123.60%
Volatility 3Y:   -