Soc. Generale Call 72.5 NDAQ 20.09.2024
/ DE000SW74DQ6
Soc. Generale Call 72.5 NDAQ 20.0.../ DE000SW74DQ6 /
16/08/2024 09:53:44 |
Chg.+0.002 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.029EUR |
+7.41% |
- Bid Size: - |
- Ask Size: - |
Nasdaq Inc |
72.50 USD |
20/09/2024 |
Call |
Master data
WKN: |
SW74DQ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Nasdaq Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
72.50 USD |
Maturity: |
20/09/2024 |
Issue date: |
22/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
20:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
64.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.18 |
Parity: |
-0.12 |
Time value: |
0.05 |
Break-even: |
66.72 |
Moneyness: |
0.96 |
Premium: |
0.05 |
Premium p.a.: |
0.75 |
Spread abs.: |
0.01 |
Spread %: |
25.64% |
Delta: |
0.33 |
Theta: |
-0.03 |
Omega: |
21.54 |
Rho: |
0.02 |
Quote data
Open: |
0.029 |
High: |
0.029 |
Low: |
0.029 |
Previous Close: |
0.027 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.64% |
1 Month |
|
|
+70.59% |
3 Months |
|
|
-39.58% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.030 |
0.026 |
1M High / 1M Low: |
0.057 |
0.013 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.028 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.027 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
979.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |