Soc. Generale Call 46 NDAQ 17.01.2025
/ DE000SV9LTJ1
Soc. Generale Call 46 NDAQ 17.01..../ DE000SV9LTJ1 /
| 2024-06-04 8:16:31 AM |
Chg.- |
Bid1:45:40 PM |
Ask1:45:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
- |
-
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: |
3.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.21 |
| Parity: |
1.23 |
| Time value: |
0.20 |
| Break-even: |
56.57 |
| Moneyness: |
1.29 |
| Premium: |
0.04 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.35 |
| Rho: |
0.21 |
Quote data
| Open: |
1.33 |
| High: |
1.33 |
| Low: |
1.33 |
| Previous Close: |
1.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.64% |
| 1 Month |
|
|
-10.14% |
| 3 Months |
|
|
+6.40% |
| YTD |
|
|
-6.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.33 |
| 1M High / 1M Low: |
1.66 |
1.33 |
| 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: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.57% |
| Volatility 6M: |
|
57.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
