Soc. Generale Call 90 NDAQ 21.03..../  DE000SY9DNC3  /

EUWAX
2024-12-23  8:51:51 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.100EUR 0.00% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 90.00 USD 2025-03-21 Call
 

Master data

WKN: SY9DNC
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2025-03-21
Issue date: 2024-09-06
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.17
Parity: -1.16
Time value: 0.13
Break-even: 87.80
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.95
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.21
Theta: -0.02
Omega: 12.17
Rho: 0.03
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.08%
1 Month
  -50.00%
3 Months  
+7.53%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.100
1M High / 1M Low: 0.250 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.107
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -