Soc. Generale Call 24250 NDX.X 21.03.2025
/ DE000SW7EFU5
Soc. Generale Call 24250 NDX.X 21.../ DE000SW7EFU5 /
| 2024-05-28 10:08:35 AM |
Chg.+0.020 |
Bid2:05:00 PM |
Ask2:05:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
+2.06% |
0.980
Bid Size: 20,000 |
-
Ask Size: - |
NASDAQ 100 INDEX |
24,250.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW7EFU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
NASDAQ 100 INDEX |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24,250.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
174.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.14 |
| Parity: |
-50.10 |
| Time value: |
0.99 |
| Break-even: |
22,425.87 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.09 |
| Theta: |
-0.85 |
| Omega: |
14.98 |
| Rho: |
11.27 |
Quote data
| Open: |
0.980 |
| High: |
0.990 |
| Low: |
0.980 |
| Previous Close: |
0.970 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+17.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.970 |
| 1M High / 1M Low: |
1.040 |
0.590 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
