Soc. Generale Call 850 Novo-Nordi.../  DE000SU9CV72  /

EUWAX
7/10/2024  8:37:41 AM Chg.-0.19 Bid12:58:54 PM Ask12:58:54 PM Underlying Strike price Expiration date Option type
3.84EUR -4.71% 3.85
Bid Size: 25,000
3.87
Ask Size: 25,000
- 850.00 DKK 12/18/2026 Call
 

Master data

WKN: SU9CV7
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 850.00 DKK
Maturity: 12/18/2026
Issue date: 2/14/2024
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.25
Leverage: Yes

Calculated values

Fair value: 3.85
Intrinsic value: 1.54
Implied volatility: 0.35
Historic volatility: 0.33
Parity: 1.54
Time value: 2.44
Break-even: 153.74
Moneyness: 1.13
Premium: 0.19
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 0.76%
Delta: 0.75
Theta: -0.02
Omega: 2.43
Rho: 1.39
 

Quote data

Open: 3.84
High: 3.84
Low: 3.84
Previous Close: 4.03
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.78%
1 Month
  -9.00%
3 Months  
+14.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.03 3.83
1M High / 1M Low: 4.42 3.83
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.93
Avg. volume 1W:   0.00
Avg. price 1M:   4.13
Avg. volume 1M:   21.32
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   46.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -