Soc. Generale Call 24300 NDX.X 21.../  DE000SW7EFV3  /

EUWAX
2024-05-17  5:21:09 PM Chg.-0.080 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.890EUR -8.25% -
Bid Size: -
-
Ask Size: -
NASDAQ 100 INDEX 24,300.00 USD 2025-03-21 Call
 

Master data

WKN: SW7EFV
Issuer: Société Générale
Currency: EUR
Underlying: NASDAQ 100 INDEX
Type: Warrant
Option type: Call
Strike price: 24,300.00 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: 191.73
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.15
Parity: -52.94
Time value: 0.89
Break-even: 22,446.68
Moneyness: 0.76
Premium: 0.32
Premium p.a.: 0.39
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.08
Theta: -0.77
Omega: 14.88
Rho: 10.38
 

Quote data

Open: 0.910
High: 0.940
Low: 0.880
Previous Close: 0.970
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.61%
1 Month  
+27.14%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.750
1M High / 1M Low: 0.970 0.530
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.749
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   254.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -