Soc. Generale Call 46 NDAQ 17.01..../  DE000SV9LTJ1  /

EUWAX
2024-05-31  12:48:29 PM Chg.-0.05 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.37EUR -3.52% -
Bid Size: -
-
Ask Size: -
Nasdaq Inc 46.00 USD 2025-01-17 Call
 

Master data

WKN: SV9LTJ
Issuer: Société Générale
Currency: EUR
Underlying: Nasdaq Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 2025-01-17
Issue date: 2023-07-11
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.87
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.20
Implied volatility: 0.34
Historic volatility: 0.21
Parity: 1.20
Time value: 0.21
Break-even: 56.57
Moneyness: 1.28
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.71%
Delta: 0.87
Theta: -0.01
Omega: 3.38
Rho: 0.21
 

Quote data

Open: 1.36
High: 1.37
Low: 1.36
Previous Close: 1.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.74%
1 Month
  -6.80%
3 Months  
+13.22%
YTD
  -3.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.42
1M High / 1M Low: 1.66 1.42
6M High / 6M Low: 1.77 1.15
High (YTD): 2024-04-11 1.77
Low (YTD): 2024-02-20 1.15
52W High: - -
52W Low: - -
Avg. price 1W:   1.54
Avg. volume 1W:   0.00
Avg. price 1M:   1.54
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.90%
Volatility 6M:   57.54%
Volatility 1Y:   -
Volatility 3Y:   -