Soc. Generale Call 9 NDX1 20.09.2024
/ DE000SU65MH8
Soc. Generale Call 9 NDX1 20.09.2.../ DE000SU65MH8 /
23/08/2024 21:40:50 |
Chg.+0.110 |
Bid21:54:41 |
Ask21:54:41 |
Underlying |
Strike price |
Expiration date |
Option type |
4.740EUR |
+2.38% |
4.750 Bid Size: 750 |
4.950 Ask Size: 750 |
NORDEX SE O.N. |
9.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SU65MH |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
19/01/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.86 |
Intrinsic value: |
4.84 |
Implied volatility: |
0.98 |
Historic volatility: |
0.42 |
Parity: |
4.84 |
Time value: |
0.09 |
Break-even: |
13.93 |
Moneyness: |
1.54 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.13 |
Spread %: |
2.71% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
2.70 |
Rho: |
0.01 |
Quote data
Open: |
4.640 |
High: |
4.930 |
Low: |
4.640 |
Previous Close: |
4.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-2.07% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-15.66% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.760 |
4.620 |
1M High / 1M Low: |
5.220 |
3.660 |
6M High / 6M Low: |
6.450 |
2.050 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.686 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.615 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.406 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
109.81% |
Volatility 6M: |
|
104.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |